+833.6%
XLB vs RMD
+5,012.8%
-4,179.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | +7.1% | +2.5% | +4.6% | +6.4% |
| 3M | +0.6% | +11.5% | -10.9% | -1.9% |
| 6M | +3.5% | +14.7% | -11.2% | 0.0% |
| YTD | +18.2% | -1.3% | +19.6% | +17.6% |
| 1Y | +25.6% | -5.3% | +30.9% | +26.0% |
| 3Y | +46.7% | +68.8% | -22.1% | +28.3% |
| 5Y | +30.9% | -5.9% | +36.8% | +27.4% |
| 10Y | +167.7% | +348.7% | -180.9% | +89.6% |
| All | +833.6% | +5,012.8% | -4,179.2% | +377.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling