+1,140.1%
RMD vs XME
+242.3%
+897.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | +2.2% | +6.0% | -3.8% | +0.3% |
| 3M | +17.8% | -7.7% | +25.6% | +19.7% |
| 6M | -11.3% | +1.0% | -12.3% | -12.8% |
| YTD | -4.4% | +14.6% | -19.1% | -9.9% |
| 1Y | -15.7% | +46.0% | -61.7% | -26.5% |
| 3Y | +47.7% | +127.0% | -79.3% | +11.1% |
| 5Y | -19.2% | +175.8% | -195.0% | -44.0% |
| 10Y | +280.4% | +414.6% | -134.2% | +104.6% |
| All | +1,140.1% | +242.3% | +897.8% | +491.5% |
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