+72.5%
RMD vs EXR
+53.5%
+19.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +2.1% | +18.2% | -16.1% | -3.7% |
| 3M | +6.2% | +7.3% | -1.1% | +3.6% |
| 6M | +19.4% | +13.8% | +5.6% | +14.2% |
| YTD | +0.5% | +25.9% | -25.4% | -7.3% |
| 1Y | -3.9% | +25.8% | -29.8% | -11.4% |
| 3Y | +72.5% | +53.7% | +18.8% | +48.5% |
| All | +72.5% | +53.5% | +19.0% | +48.5% |
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