+508.9%
XLP vs RMD
+4,852.5%
-4,343.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.0% | -5.0% | +4.0% | -0.4% |
| 30D | -0.9% | +2.2% | -3.1% | -1.2% |
| 3M | +3.8% | +17.8% | -14.0% | +1.5% |
| 6M | -1.7% | -11.3% | +9.6% | -0.5% |
| YTD | +10.3% | -4.4% | +14.7% | +10.5% |
| 1Y | +7.8% | -15.7% | +23.5% | +9.7% |
| 3Y | +27.2% | +47.7% | -20.5% | +18.9% |
| 5Y | +32.5% | -19.2% | +51.7% | +32.5% |
| 10Y | +101.8% | +280.4% | -178.6% | +66.8% |
| All | +508.9% | +4,852.5% | -4,343.6% | +303.1% |
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 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