+7,022.5%
ECL vs RMD
+37,961.8%
-30,939.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | -0.8% | +2.3% | -3.1% | -1.1% |
| 30D | +8.1% | +4.1% | +4.0% | +7.4% |
| 3M | +6.4% | +5.7% | +0.7% | +5.3% |
| 6M | +14.8% | +12.9% | +1.9% | +12.3% |
| YTD | +15.5% | -1.5% | +17.0% | +15.2% |
| 1Y | +20.1% | -4.8% | +24.9% | +20.4% |
| 3Y | +77.8% | +57.5% | +20.3% | +63.0% |
| 5Y | +37.9% | -5.5% | +43.4% | +35.5% |
| 10Y | +202.7% | +357.8% | -155.1% | +141.4% |
| All | +7,022.5% | +37,961.8% | -30,939.4% | +4,603.0% |
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