+28.4%
XLY vs RMD
-23.0%
+51.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -1.7% | -4.4% | +2.7% | -0.5% |
| 30D | -4.2% | -3.1% | -1.0% | -3.4% |
| 3M | -2.7% | +13.8% | -16.5% | -6.5% |
| 6M | -0.6% | -8.6% | +7.9% | +1.4% |
| YTD | -5.0% | -8.6% | +3.6% | -3.4% |
| 1Y | -4.1% | -19.7% | +15.6% | +1.1% |
| 3Y | +33.6% | +48.4% | -14.8% | +11.7% |
| All | +28.4% | -23.0% | +51.4% | +26.6% |
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