+164.2%
XLB vs RMD
+347.3%
-183.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.5% | +2.1% | -1.5% | 0.0% |
| 30D | +5.2% | +2.1% | +3.1% | +4.3% |
| 3M | +0.3% | +6.2% | -5.9% | -1.7% |
| 6M | +1.2% | +19.4% | -18.2% | -4.6% |
| YTD | +16.6% | +0.5% | +16.1% | +15.1% |
| 1Y | +21.4% | -3.9% | +25.4% | +21.4% |
| 3Y | +43.2% | +72.5% | -29.3% | +16.0% |
| 5Y | +28.0% | -1.5% | +29.6% | +21.4% |
| All | +164.2% | +347.3% | -183.2% | +63.6% |
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