+561.3%
XLP vs RMD
+5,090.2%
-4,529.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.5% | -5.3% | +8.8% | +4.1% |
| 30D | +11.6% | +8.4% | +3.1% | +10.3% |
| 3M | +7.6% | +7.1% | +0.5% | +6.5% |
| 6M | +10.0% | +15.8% | -5.8% | +7.6% |
| YTD | +19.7% | +0.2% | +19.6% | +19.1% |
| 1Y | +23.5% | -1.4% | +24.8% | +23.0% |
| 3Y | +44.0% | +61.3% | -17.3% | +33.1% |
| 5Y | +42.7% | -3.9% | +46.6% | +39.5% |
| 10Y | +131.3% | +365.6% | -234.2% | +87.0% |
| All | +561.3% | +5,090.2% | -4,529.0% | +334.7% |
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