+1,195.4%
RMD vs XME
+180.8%
+1,014.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -0.8% | +1.5% | -2.3% | -1.4% |
| 30D | +1.7% | -7.3% | +8.9% | +3.6% |
| 3M | +6.4% | -17.4% | +23.8% | +11.8% |
| 6M | +20.7% | -21.8% | +42.5% | +27.6% |
| YTD | -0.2% | -6.0% | +5.8% | -0.8% |
| 1Y | -4.5% | +3.8% | -8.3% | -8.0% |
| 3Y | +70.5% | +100.0% | -29.5% | +32.3% |
| 5Y | -1.6% | +116.1% | -117.7% | -26.9% |
| 10Y | +342.7% | +280.6% | +62.1% | +159.3% |
| All | +1,195.4% | +180.8% | +1,014.6% | +551.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling