+42,387.6%
RMD vs ED
+1,611.9%
+40,775.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.9% |
| 7D | +2.3% | +1.6% | +0.7% | +1.8% |
| 30D | +4.1% | +13.3% | -9.2% | -0.1% |
| 3M | +5.7% | +9.7% | -4.0% | +2.4% |
| 6M | +12.9% | +12.8% | +0.1% | +8.3% |
| YTD | -1.5% | +22.3% | -23.8% | -8.4% |
| 1Y | -4.8% | +26.3% | -31.0% | -12.4% |
| 3Y | +57.5% | +45.0% | +12.5% | +36.5% |
| 5Y | -5.5% | +80.2% | -85.7% | -24.6% |
| 10Y | +357.8% | +129.9% | +227.9% | +237.4% |
| All | +42,387.6% | +1,611.9% | +40,775.7% | +25,524.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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