+225.7%
XLE vs RMD
-21.0%
+246.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.5% |
| 7D | 0.0% | -4.5% | +4.5% | +0.5% |
| 30D | +12.6% | +4.6% | +8.0% | +12.0% |
| 3M | +11.8% | +14.8% | -2.9% | +9.7% |
| 6M | +16.1% | -12.1% | +28.1% | +17.8% |
| YTD | +46.9% | -7.5% | +54.3% | +47.8% |
| 1Y | +53.3% | -20.1% | +73.3% | +57.3% |
| 3Y | +54.9% | +53.9% | +1.0% | +42.7% |
| 5Y | +225.7% | -22.2% | +247.9% | +190.1% |
| All | +225.7% | -21.0% | +246.7% | +190.1% |
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