+1,111.5%
XLI vs RMD
+4,694.2%
-3,582.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.2% |
| 7D | +1.0% | -4.5% | +5.4% | +1.9% |
| 30D | -5.8% | +4.6% | -10.4% | -6.8% |
| 3M | +0.7% | +14.8% | -14.1% | -2.5% |
| 6M | +3.2% | -12.1% | +15.2% | +5.4% |
| YTD | +13.0% | -7.5% | +20.5% | +14.1% |
| 1Y | +16.8% | -20.1% | +36.9% | +21.4% |
| 3Y | +72.4% | +53.9% | +18.5% | +53.3% |
| 5Y | +82.8% | -22.2% | +105.0% | +84.7% |
| 10Y | +252.4% | +268.2% | -15.8% | +156.1% |
| All | +1,111.5% | +4,694.2% | -3,582.7% | +491.2% |
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