-22.2%
RMD vs XME
+179.6%
-201.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | -4.5% | +3.6% | -8.1% | -5.3% |
| 30D | +4.6% | +3.6% | +1.0% | +3.6% |
| 3M | +14.8% | +1.2% | +13.6% | +14.0% |
| 6M | -12.1% | +9.0% | -21.1% | -15.1% |
| YTD | -7.5% | +15.9% | -23.4% | -12.8% |
| 1Y | -20.1% | +43.2% | -63.2% | -29.8% |
| 3Y | +53.9% | +137.4% | -83.5% | +12.6% |
| 5Y | -22.2% | +185.0% | -207.3% | -46.0% |
| All | -22.2% | +179.6% | -201.9% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling