+62.9%
XLC vs RMD
+68.3%
-5.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +6.2% | +3.1% | +3.1% | +5.6% |
| 30D | -2.4% | +1.8% | -4.1% | -2.8% |
| 3M | -3.3% | +6.7% | -10.0% | -4.6% |
| 6M | -7.3% | +13.9% | -21.2% | -9.8% |
| YTD | -7.6% | -2.0% | -5.6% | -8.1% |
| 1Y | -3.7% | -5.4% | +1.7% | -3.6% |
| 3Y | +62.9% | +67.4% | -4.5% | +49.3% |
| All | +62.9% | +68.3% | -5.4% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling