+37.8%
XLC vs RMD
-21.0%
+58.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.3% |
| 7D | +0.6% | -4.5% | +5.0% | +1.7% |
| 30D | +0.2% | +4.6% | -4.4% | -1.0% |
| 3M | +0.6% | +14.8% | -14.1% | -3.1% |
| 6M | -4.5% | -12.1% | +7.6% | -1.9% |
| YTD | -4.7% | -7.5% | +2.8% | -3.6% |
| 1Y | -1.7% | -20.1% | +18.4% | +3.2% |
| 3Y | +72.3% | +53.9% | +18.4% | +44.4% |
| 5Y | +37.8% | -22.2% | +60.0% | +35.8% |
| All | +37.8% | -21.0% | +58.7% | +35.8% |
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