+2,364.2%
RMD vs EXR
+2,662.2%
-298.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 1Y | -15.7% | +1.3% | -17.0% | -16.4% |
| 3Y | +47.7% | +22.4% | +25.3% | +35.9% |
| 5Y | -19.2% | -12.2% | -7.0% | -18.5% |
| 10Y | +280.4% | +148.6% | +131.8% | +174.8% |
| All | +2,364.2% | +2,662.2% | -298.1% | +706.0% |
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 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