-35.6%
ELAN vs RMD
+108.1%
-143.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -5.4% | -4.4% | -1.0% | -3.9% |
| 30D | +4.7% | -3.1% | +7.8% | +5.8% |
| 3M | -3.7% | +13.8% | -17.4% | -8.2% |
| 6M | -1.2% | -8.6% | +7.4% | +1.6% |
| YTD | +2.4% | -8.6% | +11.0% | +4.8% |
| 1Y | +23.4% | -19.7% | +43.1% | +31.9% |
| 3Y | +96.7% | +48.4% | +48.3% | +66.4% |
| 5Y | -30.6% | -22.7% | -7.9% | -28.4% |
| All | -35.6% | +108.1% | -143.8% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling