+44.0%
XLP vs RMD
-7.7%
+51.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +2.5% | +2.1% | +0.4% | +2.2% |
| 30D | +7.3% | +2.1% | +5.2% | +6.8% |
| 3M | +8.1% | +6.2% | +1.9% | +6.9% |
| 6M | +10.5% | +19.4% | -8.9% | +7.1% |
| YTD | +21.2% | +0.5% | +20.6% | +20.2% |
| 1Y | +22.7% | -3.9% | +26.7% | +22.5% |
| 3Y | +44.8% | +72.5% | -27.7% | +28.5% |
| All | +44.0% | -7.7% | +51.7% | +40.3% |
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 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