+397.8%
RMD vs ESI
+207.0%
+190.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.2% |
| 7D | -0.8% | +1.8% | -2.6% | -1.2% |
| 30D | +1.7% | -6.6% | +8.3% | +2.5% |
| 3M | +6.4% | -9.4% | +15.8% | +7.5% |
| 6M | +20.7% | -24.1% | +44.8% | +24.8% |
| YTD | -0.2% | +37.1% | -37.3% | -8.7% |
| 1Y | -4.5% | +24.5% | -29.1% | -11.2% |
| 3Y | +70.5% | +83.2% | -12.6% | +45.8% |
| 5Y | -1.6% | +44.0% | -45.6% | -13.3% |
| 10Y | +342.7% | +332.8% | +9.8% | +220.5% |
| All | +397.8% | +207.0% | +190.9% | +230.3% |
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