+164.5%
XLB vs RMD
+269.7%
-105.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.9% | -4.7% | +1.8% | -1.6% |
| 30D | -3.4% | +0.2% | -3.6% | -3.5% |
| 3M | +1.6% | +12.0% | -10.4% | -2.1% |
| 6M | +3.6% | -12.5% | +16.2% | +7.0% |
| YTD | +14.2% | -7.9% | +22.2% | +16.0% |
| 1Y | +15.6% | -20.4% | +36.0% | +22.3% |
| 3Y | +33.1% | +53.1% | -20.0% | +11.6% |
| 5Y | +35.0% | -22.1% | +57.2% | +38.0% |
| 10Y | +164.5% | +275.4% | -110.9% | +69.6% |
| All | +164.5% | +269.7% | -105.2% | +69.6% |
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