+2,426.3%
RMD vs EXR
+3,090.1%
-663.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +3.1% | +1.7% | +1.4% | +2.6% |
| 30D | +1.8% | +18.0% | -16.3% | -3.3% |
| 3M | +6.7% | +9.7% | -3.0% | +3.6% |
| 6M | +13.9% | +13.4% | +0.4% | +9.4% |
| YTD | -2.0% | +26.3% | -28.3% | -9.1% |
| 1Y | -5.4% | +27.6% | -33.0% | -12.5% |
| 3Y | +67.4% | +52.2% | +15.2% | +44.4% |
| 5Y | -5.7% | -1.1% | -4.7% | -8.3% |
| 10Y | +338.4% | +216.8% | +121.5% | +195.0% |
| All | +2,426.3% | +3,090.1% | -663.8% | +689.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling