+53.9%
RMD vs EXEL
+160.6%
-106.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.0% |
| 7D | -4.5% | +1.4% | -5.8% | -4.6% |
| 30D | +4.6% | +6.7% | -2.1% | +4.0% |
| 3M | +14.8% | +11.5% | +3.3% | +13.6% |
| 6M | -12.1% | +38.8% | -50.9% | -14.6% |
| YTD | -7.5% | +31.6% | -39.1% | -9.8% |
| 1Y | -20.1% | +53.0% | -73.1% | -23.0% |
| 3Y | +53.9% | +160.8% | -106.9% | +42.7% |
| All | +53.9% | +160.6% | -106.7% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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