+169.4%
XLV vs RMD
+274.3%
-104.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -3.6% | -4.4% | +0.9% | -2.3% |
| 30D | -1.8% | -3.1% | +1.3% | -1.0% |
| 3M | +7.8% | +13.8% | -6.0% | +3.6% |
| 6M | +9.1% | -8.6% | +17.7% | +11.3% |
| YTD | +7.7% | -8.6% | +16.4% | +9.6% |
| 1Y | +20.4% | -19.7% | +40.1% | +26.9% |
| 3Y | +30.8% | +48.4% | -17.6% | +11.6% |
| 5Y | +34.6% | -22.7% | +57.4% | +38.4% |
| All | +169.4% | +274.3% | -104.9% | +79.7% |
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 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