+820.5%
XLB vs RMD
+4,852.5%
-4,032.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -1.4% | -5.0% | +3.6% | -0.4% |
| 30D | -0.4% | +2.2% | -2.6% | -0.9% |
| 3M | +2.0% | +17.8% | -15.9% | -1.7% |
| 6M | +1.8% | -11.3% | +13.2% | +3.9% |
| YTD | +16.6% | -4.4% | +21.0% | +17.0% |
| 1Y | +16.9% | -15.7% | +32.7% | +20.3% |
| 3Y | +32.6% | +47.7% | -15.2% | +19.2% |
| 5Y | +35.6% | -19.2% | +54.9% | +36.3% |
| 10Y | +160.0% | +280.4% | -120.4% | +90.1% |
| All | +820.5% | +4,852.5% | -4,032.0% | +374.4% |
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