+58.6%
ECL vs RMD
+53.4%
+5.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.6% | -5.0% | +2.4% | -1.7% |
| 30D | -2.2% | +2.2% | -4.4% | -2.6% |
| 3M | +10.1% | +17.8% | -7.7% | +6.9% |
| 6M | -5.7% | -11.3% | +5.6% | -4.5% |
| YTD | +7.0% | -4.4% | +11.4% | +7.0% |
| 1Y | +2.7% | -15.7% | +18.4% | +4.6% |
| All | +58.6% | +53.4% | +5.2% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling