-18.9%
EXE vs RMD
-1.9%
-17.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.9% | -8.8% | -2.8% |
| 7D | -4.7% | -3.9% | -0.8% | -4.5% |
| 30D | +1.0% | +7.9% | -6.9% | +1.0% |
| 3M | -5.6% | +8.1% | -13.7% | -5.8% |
| 6M | -12.3% | +15.5% | -27.8% | -12.7% |
| YTD | -19.5% | +0.7% | -20.2% | -21.2% |
| 1Y | -18.9% | -1.4% | -17.5% | -19.2% |
| All | -18.9% | -1.9% | -17.0% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling