+226.1%
XLI vs RMD
+347.3%
-121.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +3.8% | +2.1% | +1.7% | +3.2% |
| 30D | +1.0% | +2.1% | -1.0% | +0.2% |
| 3M | -8.9% | +6.2% | -15.1% | -10.8% |
| 6M | -2.3% | +19.4% | -21.7% | -7.8% |
| YTD | +9.7% | +0.5% | +9.1% | +8.3% |
| 1Y | +12.3% | -3.9% | +16.3% | +12.2% |
| 3Y | +71.5% | +72.5% | -1.1% | +40.0% |
| 5Y | +70.2% | -1.5% | +71.7% | +61.5% |
| All | +226.1% | +347.3% | -121.3% | +111.3% |
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 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