+3,664.3%
RMD vs EXEL
+273.2%
+3,391.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -5.0% | +8.4% | -13.4% | -5.9% |
| 30D | +2.2% | +4.1% | -1.9% | +1.6% |
| 3M | +17.8% | +12.4% | +5.4% | +16.0% |
| 6M | -11.3% | +41.5% | -52.9% | -15.2% |
| YTD | -4.4% | +34.6% | -39.1% | -8.1% |
| 1Y | -15.7% | +57.9% | -73.6% | -20.7% |
| 3Y | +47.7% | +159.5% | -111.8% | +29.0% |
| 5Y | -19.2% | +198.5% | -217.7% | -31.3% |
| 10Y | +280.4% | +411.4% | -131.0% | +187.1% |
| All | +3,664.3% | +273.2% | +3,391.2% | +1,794.7% |
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 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