+147.8%
XEL vs RMD
+274.3%
-126.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | -4.4% | +4.1% | +0.6% |
| 30D | -3.9% | -3.1% | -0.8% | -3.4% |
| 3M | -2.8% | +13.8% | -16.6% | -5.9% |
| 6M | -5.4% | -8.6% | +3.2% | -4.1% |
| YTD | +3.8% | -8.6% | +12.4% | +4.9% |
| 1Y | +6.8% | -19.7% | +26.5% | +11.1% |
| 3Y | +45.6% | +48.4% | -2.8% | +26.7% |
| 5Y | +30.7% | -22.7% | +53.4% | +33.1% |
| All | +147.8% | +274.3% | -126.5% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling