-1.6%
RMD vs EXEL
+286.3%
-288.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -0.8% | -2.8% | +2.0% | -0.5% |
| 30D | +1.7% | +18.2% | -16.5% | -0.9% |
| 3M | +6.4% | +37.7% | -31.3% | +1.4% |
| 6M | +20.7% | +42.2% | -21.5% | +14.3% |
| YTD | -0.2% | +61.3% | -61.5% | -7.5% |
| 1Y | -4.5% | +64.5% | -69.0% | -11.9% |
| 3Y | +70.5% | +236.7% | -166.1% | +32.9% |
| 5Y | -1.6% | +296.3% | -297.9% | -26.6% |
| All | -1.6% | +286.3% | -288.0% | -26.6% |
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