-0.7%
XRT vs RMD
-21.0%
+20.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.1% |
| 7D | -0.3% | -4.5% | +4.2% | +1.2% |
| 30D | -5.6% | +4.6% | -10.2% | -7.1% |
| 3M | +2.5% | +14.8% | -12.2% | -2.4% |
| 6M | +3.7% | -12.1% | +15.7% | +7.4% |
| YTD | +1.0% | -7.5% | +8.4% | +2.6% |
| 1Y | -1.2% | -20.1% | +18.9% | +5.2% |
| 3Y | +43.4% | +53.9% | -10.5% | +17.0% |
| 5Y | -0.7% | -22.2% | +21.5% | -5.2% |
| All | -0.7% | -21.0% | +20.3% | -5.2% |
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