+41,132.7%
RMD vs ED
+1,449.2%
+39,683.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.1% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | +2.2% | -0.1% | +2.4% | +2.2% |
| 3M | +17.8% | +3.9% | +13.9% | +16.2% |
| 6M | -11.3% | -3.0% | -8.3% | -10.6% |
| YTD | -4.4% | +10.7% | -15.1% | -8.0% |
| 1Y | -15.7% | +13.3% | -29.1% | -19.6% |
| 3Y | +47.7% | +34.5% | +13.2% | +31.2% |
| 5Y | -19.2% | +67.1% | -86.4% | -34.0% |
| 10Y | +280.4% | +103.0% | +177.3% | +191.8% |
| All | +41,132.7% | +1,449.2% | +39,683.5% | +25,623.9% |
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