+167.7%
XLE vs RMD
+277.7%
-110.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.2% | -5.0% | +7.2% | +3.3% |
| 30D | +11.8% | +2.2% | +9.6% | +11.1% |
| 3M | +9.8% | +17.8% | -8.0% | +5.4% |
| 6M | +15.6% | -11.3% | +26.9% | +18.0% |
| YTD | +45.3% | -4.4% | +49.7% | +45.5% |
| 1Y | +48.3% | -15.7% | +64.0% | +52.8% |
| 3Y | +55.4% | +47.7% | +7.7% | +35.7% |
| 5Y | +216.1% | -19.2% | +235.3% | +218.7% |
| All | +167.7% | +277.7% | -110.0% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling