+271.5%
RMD vs XME
+421.4%
-149.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -4.4% | -4.2% | -0.2% | -3.3% |
| 30D | -3.1% | -2.7% | -0.4% | -2.5% |
| 3M | +13.8% | -3.9% | +17.7% | +14.4% |
| 6M | -8.6% | -1.0% | -7.6% | -9.6% |
| YTD | -8.6% | +9.8% | -18.5% | -13.0% |
| 1Y | -19.7% | +32.5% | -52.2% | -28.4% |
| 3Y | +48.4% | +124.3% | -76.0% | +9.6% |
| 5Y | -22.7% | +165.8% | -188.5% | -47.2% |
| All | +271.5% | +421.4% | -149.9% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling