-22.1%
RMD vs EXEL
+194.6%
-216.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -4.7% | -0.3% | -4.4% | -4.7% |
| 30D | +0.2% | +10.1% | -9.9% | -1.1% |
| 3M | +12.0% | +10.1% | +1.9% | +10.3% |
| 6M | -12.5% | +37.7% | -50.2% | -16.6% |
| YTD | -7.9% | +33.1% | -41.0% | -11.9% |
| 1Y | -20.4% | +52.4% | -72.8% | -25.5% |
| 3Y | +53.1% | +163.8% | -110.7% | +26.7% |
| 5Y | -22.1% | +198.5% | -220.6% | -40.0% |
| All | -22.1% | +194.6% | -216.7% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling