+348.7%
RMD vs ES
+82.6%
+266.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | +2.5% | +5.7% | -3.2% | +0.1% |
| 3M | +11.5% | -2.8% | +14.3% | +12.6% |
| 6M | +14.7% | +7.0% | +7.7% | +11.1% |
| YTD | -1.3% | +6.8% | -8.1% | -4.9% |
| 1Y | -5.3% | -0.5% | -4.8% | -6.4% |
| 3Y | +68.8% | +47.2% | +21.6% | +34.9% |
| 5Y | -5.9% | +2.3% | -8.1% | -11.1% |
| 10Y | +348.7% | +85.6% | +263.0% | +254.0% |
| All | +348.7% | +82.6% | +266.1% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling