+64.3%
XLF vs RMD
-23.0%
+87.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.5% | -4.4% | +3.0% | -0.5% |
| 30D | -1.2% | -3.1% | +2.0% | -0.5% |
| 3M | +9.2% | +13.8% | -4.6% | +5.9% |
| 6M | +16.3% | -8.6% | +24.9% | +18.1% |
| YTD | +5.4% | -8.6% | +14.1% | +6.9% |
| 1Y | +7.6% | -19.7% | +27.3% | +12.1% |
| 3Y | +74.2% | +48.4% | +25.8% | +52.7% |
| All | +64.3% | -23.0% | +87.3% | +62.3% |
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 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