+28,499.8%
RMD vs EL
+1,845.6%
+26,654.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.5% |
| 7D | +1.2% | +8.0% | -6.8% | -0.7% |
| 30D | +2.5% | +15.4% | -12.9% | -1.2% |
| 3M | +11.5% | +28.5% | -17.0% | +4.3% |
| 6M | +14.7% | +32.2% | -17.5% | +6.1% |
| YTD | -1.3% | +9.2% | -10.5% | -5.9% |
| 1Y | -5.3% | +30.8% | -36.1% | -13.9% |
| 3Y | +68.8% | +3.7% | +65.1% | +54.6% |
| 5Y | -5.9% | -64.8% | +58.9% | +12.0% |
| 10Y | +348.7% | +60.0% | +288.6% | +252.5% |
| All | +28,499.8% | +1,845.6% | +26,654.1% | +13,354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling