+33.0%
BLK vs RMD
-23.0%
+56.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -3.3% | -4.4% | +1.1% | -2.0% |
| 30D | -6.5% | -3.1% | -3.4% | -5.7% |
| 3M | +6.7% | +13.8% | -7.0% | +2.4% |
| 6M | +14.7% | -8.6% | +23.3% | +17.2% |
| YTD | +2.5% | -8.6% | +11.2% | +4.6% |
| 1Y | -2.8% | -19.7% | +16.9% | +2.9% |
| 3Y | +65.9% | +48.4% | +17.5% | +39.3% |
| All | +33.0% | -23.0% | +56.1% | +29.4% |
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