+80.9%
XLI vs RMD
-22.9%
+103.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.6% | -4.7% | +4.2% | +0.4% |
| 30D | -6.9% | +0.2% | -7.2% | -7.1% |
| 3M | -1.9% | +12.0% | -13.9% | -4.7% |
| 6M | +1.0% | -12.5% | +13.6% | +3.6% |
| YTD | +11.3% | -7.9% | +19.3% | +12.7% |
| 1Y | +15.8% | -20.4% | +36.2% | +21.0% |
| 3Y | +69.8% | +53.1% | +16.7% | +48.4% |
| 5Y | +80.9% | -22.1% | +103.0% | +76.1% |
| All | +80.9% | -22.9% | +103.8% | +76.1% |
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