+47.0%
ROK vs RMD
-22.9%
+70.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.2% | -4.7% | +4.9% | +1.4% |
| 30D | -1.8% | +0.2% | -2.0% | -1.9% |
| 3M | -7.2% | +12.0% | -19.2% | -10.6% |
| 6M | +14.2% | -12.5% | +26.7% | +17.9% |
| YTD | +10.6% | -7.9% | +18.5% | +12.3% |
| 1Y | +25.9% | -20.4% | +46.3% | +33.3% |
| 3Y | +50.8% | +53.1% | -2.3% | +26.6% |
| 5Y | +47.0% | -22.1% | +69.2% | +43.4% |
| All | +47.0% | -22.9% | +70.0% | +43.4% |
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