+135.8%
XLC vs RMD
+144.3%
-8.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | -2.6% | +1.7% | -4.2% | -3.2% |
| 3M | -2.1% | +6.4% | -8.5% | -4.2% |
| 6M | -5.5% | +20.7% | -26.2% | -11.3% |
| YTD | -6.9% | -0.2% | -6.7% | -7.9% |
| 1Y | -3.7% | -4.5% | +0.8% | -3.6% |
| 3Y | +64.2% | +70.5% | -6.3% | +31.9% |
| 5Y | +43.0% | -1.6% | +44.6% | +35.3% |
| All | +135.8% | +144.3% | -8.5% | +54.4% |
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