+268.2%
RMD vs EXR
+147.0%
+121.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -4.5% | -0.7% | -3.8% | -4.2% |
| 30D | +4.6% | -6.9% | +11.5% | +7.3% |
| 3M | +14.8% | -3.0% | +17.8% | +16.0% |
| 6M | -12.1% | -2.9% | -9.1% | -11.2% |
| YTD | -7.5% | +9.3% | -16.8% | -10.6% |
| 1Y | -20.1% | -0.9% | -19.1% | -20.2% |
| 3Y | +53.9% | +24.7% | +29.2% | +38.3% |
| 5Y | -22.2% | -11.7% | -10.5% | -21.7% |
| 10Y | +268.2% | +148.4% | +119.8% | +169.3% |
| All | +268.2% | +147.0% | +121.2% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling