+68.8%
RMD vs EL
+1.5%
+67.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.3% |
| 7D | +1.2% | +8.0% | -6.8% | -0.1% |
| 30D | +2.5% | +15.4% | -12.9% | 0.0% |
| 3M | +11.5% | +28.5% | -17.0% | +6.7% |
| 6M | +14.7% | +32.2% | -17.5% | +9.1% |
| YTD | -1.3% | +9.2% | -10.5% | -4.6% |
| 1Y | -5.3% | +30.8% | -36.1% | -11.2% |
| 3Y | +68.8% | +3.7% | +65.1% | +56.1% |
| All | +68.8% | +1.5% | +67.2% | +56.1% |
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