+422.3%
XLF vs RMD
+4,852.5%
-4,430.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | 0.0% | -5.0% | +5.0% | +1.3% |
| 30D | +0.2% | +2.2% | -2.0% | -0.5% |
| 3M | +11.7% | +17.8% | -6.1% | +6.9% |
| 6M | +13.8% | -11.3% | +25.1% | +16.6% |
| YTD | +7.0% | -4.4% | +11.4% | +7.4% |
| 1Y | +9.1% | -15.7% | +24.9% | +12.9% |
| 3Y | +75.6% | +47.7% | +27.9% | +53.6% |
| 5Y | +66.4% | -19.2% | +85.6% | +66.8% |
| 10Y | +250.3% | +280.4% | -30.1% | +131.8% |
| All | +422.3% | +4,852.5% | -4,430.3% | +112.4% |
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