-20.1%
RMD vs EXR
+0.3%
-20.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.5% |
| 3M | +14.8% | -3.0% | +17.8% | +16.3% |
| 6M | -12.1% | -2.9% | -9.1% | -11.1% |
| YTD | -7.5% | +9.3% | -16.8% | -10.0% |
| 1Y | -20.1% | -0.9% | -19.1% | -20.9% |
| All | -20.1% | +0.3% | -20.4% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling