+27,603.2%
RMD vs EL
+1,685.7%
+25,917.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.1% |
| 7D | -5.0% | +0.8% | -5.8% | -5.2% |
| 30D | +2.2% | +19.8% | -17.6% | -2.6% |
| 3M | +17.8% | +25.7% | -7.9% | +11.0% |
| 6M | -11.3% | +5.4% | -16.8% | -13.5% |
| YTD | -4.4% | +0.2% | -4.6% | -6.6% |
| 1Y | -15.7% | +20.4% | -36.2% | -21.9% |
| 3Y | +47.7% | -32.1% | +79.9% | +50.3% |
| 5Y | -19.2% | -67.2% | +48.0% | -2.1% |
| 10Y | +280.4% | +31.7% | +248.6% | +214.1% |
| All | +27,603.2% | +1,685.7% | +25,917.5% | +13,244.6% |
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