+3,832.2%
RMD vs EXEL
+347.1%
+3,485.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | +6.4% | +37.7% | -31.3% | +2.3% |
| 6M | +20.7% | +42.2% | -21.5% | +15.4% |
| YTD | -0.2% | +61.3% | -61.5% | -6.2% |
| 1Y | -4.5% | +64.5% | -69.0% | -10.5% |
| 3Y | +70.5% | +236.7% | -166.1% | +44.4% |
| 5Y | -1.6% | +296.3% | -297.9% | -18.9% |
| 10Y | +342.7% | +331.1% | +11.6% | +242.2% |
| All | +3,832.2% | +347.1% | +3,485.0% | +1,835.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling