+36.5%
XLB vs RMD
-21.0%
+57.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.2% |
| 7D | -0.2% | -4.5% | +4.2% | +0.8% |
| 30D | -1.7% | +4.6% | -6.3% | -2.8% |
| 3M | +4.4% | +14.8% | -10.4% | +0.6% |
| 6M | +5.0% | -12.1% | +17.1% | +7.8% |
| YTD | +15.5% | -7.5% | +22.9% | +16.9% |
| 1Y | +14.9% | -20.1% | +35.0% | +20.5% |
| 3Y | +34.5% | +53.9% | -19.4% | +15.4% |
| 5Y | +36.5% | -22.2% | +58.8% | +31.5% |
| All | +36.5% | -21.0% | +57.5% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling