+268.2%
RMD vs ES
+85.1%
+183.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.5% |
| 7D | -4.5% | +1.4% | -5.9% | -5.0% |
| 30D | +4.6% | -1.2% | +5.8% | +5.0% |
| 3M | +14.8% | +5.0% | +9.8% | +12.3% |
| 6M | -12.1% | -2.8% | -9.2% | -11.4% |
| YTD | -7.5% | +8.6% | -16.1% | -11.2% |
| 1Y | -20.1% | +18.9% | -39.0% | -27.0% |
| 3Y | +53.9% | +32.1% | +21.7% | +29.9% |
| 5Y | -22.2% | -5.1% | -17.1% | -23.3% |
| 10Y | +268.2% | +84.2% | +184.0% | +188.5% |
| All | +268.2% | +85.1% | +183.1% | +188.5% |
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