+6,498.0%
ECL vs RMD
+36,837.6%
-30,339.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.6% | -5.0% | +2.4% | -1.8% |
| 30D | -2.2% | +2.2% | -4.4% | -2.6% |
| 3M | +10.1% | +17.8% | -7.7% | +7.3% |
| 6M | -5.7% | -11.3% | +5.6% | -4.2% |
| YTD | +7.0% | -4.4% | +11.4% | +7.3% |
| 1Y | +2.7% | -15.7% | +18.4% | +5.0% |
| 3Y | +57.7% | +47.7% | +10.0% | +46.0% |
| 5Y | +31.1% | -19.2% | +50.4% | +31.9% |
| 10Y | +150.9% | +280.4% | -129.5% | +104.8% |
| All | +6,498.0% | +36,837.6% | -30,339.6% | +4,282.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling