+49.5%
RMD vs XME
+132.9%
-83.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | +0.2% | +1.4% | -1.2% | -0.1% |
| 3M | +12.0% | +2.7% | +9.3% | +11.3% |
| 6M | -12.5% | +6.5% | -19.0% | -14.4% |
| YTD | -7.9% | +15.2% | -23.1% | -12.2% |
| 1Y | -20.4% | +43.5% | -63.9% | -29.0% |
| All | +49.5% | +132.9% | -83.4% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling