+56.3%
RMD vs EXR
+24.9%
+31.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | 0.0% |
| 7D | -5.0% | -2.6% | -2.4% | -4.2% |
| 30D | +2.2% | -7.2% | +9.4% | +4.6% |
| 3M | +17.8% | -3.5% | +21.3% | +19.2% |
| 6M | -11.3% | -5.3% | -6.0% | -9.9% |
| YTD | -4.4% | +9.4% | -13.8% | -7.1% |
| 1Y | -15.7% | +1.3% | -17.0% | -16.3% |
| All | +56.3% | +24.9% | +31.4% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling