+1,204.4%
RMD vs XME
+170.7%
+1,033.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +2.1% | +0.3% | +1.8% | +1.9% |
| 30D | +2.1% | -6.1% | +8.2% | +3.7% |
| 3M | +6.2% | -18.6% | +24.9% | +12.1% |
| 6M | +19.4% | -23.9% | +43.3% | +27.1% |
| YTD | +0.5% | -9.3% | +9.9% | +0.9% |
| 1Y | -3.9% | +1.8% | -5.7% | -7.0% |
| 3Y | +72.5% | +93.0% | -20.5% | +35.2% |
| 5Y | -1.5% | +107.0% | -108.5% | -25.9% |
| 10Y | +345.8% | +266.9% | +78.8% | +163.8% |
| All | +1,204.4% | +170.7% | +1,033.7% | +562.3% |
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