+28,302.0%
RMD vs EL
+1,850.3%
+26,451.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.1% | +7.6% | -4.5% | +1.2% |
| 30D | +1.8% | +15.7% | -13.9% | -2.0% |
| 3M | +6.7% | +30.5% | -23.8% | -0.6% |
| 6M | +13.9% | +32.5% | -18.7% | +5.3% |
| YTD | -2.0% | +9.4% | -11.5% | -6.6% |
| 1Y | -5.4% | +28.4% | -33.8% | -13.6% |
| 3Y | +67.4% | +4.4% | +62.9% | +53.0% |
| 5Y | -5.7% | -64.5% | +58.8% | +12.0% |
| 10Y | +338.4% | +64.9% | +273.5% | +241.9% |
| All | +28,302.0% | +1,850.3% | +26,451.7% | +13,253.9% |
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