+68.4%
RMD vs ESI
+68.6%
-0.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.9% |
| 7D | +2.3% | -8.5% | +10.9% | +3.5% |
| 30D | +4.1% | -15.7% | +19.8% | +6.4% |
| 3M | +5.7% | -18.2% | +23.9% | +8.4% |
| 6M | +12.9% | -28.8% | +41.7% | +17.5% |
| YTD | -1.5% | +26.3% | -27.8% | -14.2% |
| 1Y | -4.8% | +18.2% | -23.0% | -15.5% |
| All | +68.4% | +68.6% | -0.2% | +28.5% |
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