+106.2%
XLP vs RMD
+269.7%
-163.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.9% | -4.7% | +1.8% | -1.9% |
| 30D | -2.2% | +0.2% | -2.5% | -2.3% |
| 3M | -0.6% | +12.0% | -12.6% | -3.2% |
| 6M | -2.2% | -12.5% | +10.4% | +0.1% |
| YTD | +8.3% | -7.9% | +16.2% | +9.4% |
| 1Y | +5.7% | -20.4% | +26.1% | +10.0% |
| 3Y | +25.7% | +53.1% | -27.5% | +10.0% |
| 5Y | +31.3% | -22.1% | +53.4% | +33.2% |
| 10Y | +106.2% | +275.4% | -169.3% | +57.2% |
| All | +106.2% | +269.7% | -163.6% | +57.2% |
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 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