+12,790.5%
BLK vs RMD
+6,393.5%
+6,397.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -2.7% | -4.7% | +2.1% | -1.4% |
| 30D | -4.8% | +0.2% | -5.0% | -4.9% |
| 3M | +6.5% | +12.0% | -5.5% | +2.8% |
| 6M | +13.1% | -12.5% | +25.7% | +16.8% |
| YTD | +1.8% | -7.9% | +9.7% | +3.5% |
| 1Y | -1.0% | -20.4% | +19.4% | +4.7% |
| 3Y | +66.0% | +53.1% | +12.8% | +42.5% |
| 5Y | +31.2% | -22.1% | +53.4% | +33.8% |
| 10Y | +278.5% | +275.4% | +3.1% | +151.1% |
| All | +12,790.5% | +6,393.5% | +6,397.0% | +5,740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling