+376.6%
RMD vs ESI
+224.6%
+152.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | -5.0% | +3.3% | -8.3% | -5.5% |
| 30D | +2.2% | -5.9% | +8.1% | +3.2% |
| 3M | +17.8% | -14.1% | +31.9% | +19.9% |
| 6M | -11.3% | +6.6% | -17.9% | -14.1% |
| YTD | -4.4% | +45.0% | -49.4% | -13.0% |
| 1Y | -15.7% | +41.5% | -57.2% | -23.1% |
| 3Y | +47.7% | +78.8% | -31.0% | +27.5% |
| 5Y | -19.2% | +70.9% | -90.1% | -30.5% |
| 10Y | +280.4% | +317.1% | -36.7% | +176.0% |
| All | +376.6% | +224.6% | +152.0% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling