+832.0%
XLB vs RMD
+4,977.5%
-4,145.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.5% | +3.1% | -2.6% | -0.1% |
| 30D | +6.9% | +1.8% | +5.2% | +6.4% |
| 3M | -0.2% | +6.7% | -6.9% | -1.7% |
| 6M | +3.3% | +13.9% | -10.6% | 0.0% |
| YTD | +18.0% | -2.0% | +20.0% | +17.6% |
| 1Y | +24.2% | -5.4% | +29.6% | +24.6% |
| 3Y | +44.7% | +67.4% | -22.7% | +26.8% |
| 5Y | +31.6% | -5.7% | +37.3% | +28.0% |
| 10Y | +164.2% | +338.4% | -174.1% | +88.0% |
| All | +832.0% | +4,977.5% | -4,145.5% | +377.0% |
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