+124.8%
XRT vs RMD
+269.7%
-144.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.4% | -4.7% | +2.3% | -1.0% |
| 30D | -6.9% | +0.2% | -7.2% | -7.1% |
| 3M | -0.4% | +12.0% | -12.4% | -4.1% |
| 6M | +2.2% | -12.5% | +14.8% | +5.7% |
| YTD | -0.7% | -7.9% | +7.3% | +1.0% |
| 1Y | -2.0% | -20.4% | +18.4% | +3.9% |
| 3Y | +41.0% | +53.1% | -12.1% | +19.7% |
| 5Y | -3.3% | -22.1% | +18.8% | -1.8% |
| 10Y | +124.8% | +275.4% | -150.6% | +48.9% |
| All | +124.8% | +269.7% | -144.9% | +48.9% |
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