+53.9%
RMD vs ESI
+82.9%
-29.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -4.5% | +5.4% | -9.8% | -5.3% |
| 30D | +4.6% | -4.2% | +8.8% | +5.2% |
| 3M | +14.8% | -9.6% | +24.4% | +15.3% |
| 6M | -12.1% | +18.3% | -30.4% | -19.0% |
| YTD | -7.5% | +45.8% | -53.3% | -20.7% |
| 1Y | -20.1% | +39.2% | -59.2% | -30.8% |
| 3Y | +53.9% | +86.3% | -32.4% | +17.6% |
| All | +53.9% | +82.9% | -29.0% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling