+988.3%
XLE vs RMD
+5,003.3%
-4,014.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -12.0% | +2.3% | -14.3% | -12.4% |
| 30D | -2.7% | +4.1% | -6.9% | -3.7% |
| 3M | +6.6% | +5.7% | +0.9% | +5.1% |
| 6M | +9.5% | +12.9% | -3.4% | +6.3% |
| YTD | +40.6% | -1.5% | +42.1% | +39.5% |
| 1Y | +43.6% | -4.8% | +48.3% | +43.3% |
| 3Y | +58.1% | +57.5% | +0.6% | +41.1% |
| 5Y | +152.2% | -5.5% | +157.7% | +143.7% |
| 10Y | +172.9% | +357.8% | -184.8% | +95.0% |
| All | +988.3% | +5,003.3% | -4,014.9% | +493.3% |
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 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