+53.9%
RMD vs EL
-30.9%
+84.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.9% |
| 7D | -4.5% | +1.7% | -6.1% | -4.7% |
| 30D | +4.6% | +15.5% | -10.9% | +2.3% |
| 3M | +14.8% | +20.6% | -5.8% | +11.6% |
| 6M | -12.1% | +10.5% | -22.5% | -13.9% |
| YTD | -7.5% | -1.9% | -5.6% | -8.7% |
| 1Y | -20.1% | +16.1% | -36.1% | -23.2% |
| 3Y | +53.9% | -30.2% | +84.1% | +49.4% |
| All | +53.9% | -30.9% | +84.8% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling