+62.5%
ROK vs RMD
+68.2%
-5.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.9% |
| 7D | -8.5% | -0.8% | -7.7% | -8.3% |
| 30D | -6.4% | +1.7% | -8.1% | -6.8% |
| 3M | -8.8% | +6.4% | -15.2% | -10.1% |
| 6M | -10.5% | +20.7% | -31.2% | -14.5% |
| YTD | +5.4% | -0.2% | +5.6% | +5.3% |
| 1Y | +5.0% | -4.5% | +9.5% | +5.9% |
| All | +62.5% | +68.2% | -5.7% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling