+135.4%
XLP vs RMD
+340.4%
-204.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.3% | +3.1% | -0.8% | +1.7% |
| 30D | +9.1% | +1.8% | +7.3% | +8.5% |
| 3M | +7.9% | +6.7% | +1.2% | +6.2% |
| 6M | +9.6% | +13.9% | -4.3% | +6.1% |
| YTD | +19.4% | -2.0% | +21.5% | +18.9% |
| 1Y | +22.4% | -5.4% | +27.8% | +22.7% |
| 3Y | +43.2% | +67.4% | -24.2% | +22.9% |
| 5Y | +42.6% | -5.7% | +48.3% | +37.9% |
| 10Y | +135.4% | +338.4% | -202.9% | +72.1% |
| All | +135.4% | +340.4% | -204.9% | +72.1% |
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 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