-17.4%
RMD vs ES
+17.1%
-34.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -5.0% | +0.3% | -5.3% | -5.0% |
| 30D | +2.2% | -2.0% | +4.2% | +2.5% |
| 3M | +17.8% | +1.7% | +16.2% | +17.5% |
| 6M | -11.3% | -3.5% | -7.8% | -11.4% |
| YTD | -4.4% | +7.9% | -12.3% | -5.4% |
| All | -17.4% | +17.1% | -34.5% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling