+6,451.5%
ROK vs RMD
+38,753.6%
-32,302.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +7.1% | +2.1% | +5.0% | +6.7% |
| 30D | -5.0% | +2.1% | -7.0% | -5.4% |
| 3M | -9.4% | +6.2% | -15.6% | -10.7% |
| 6M | -11.0% | +19.4% | -30.4% | -14.6% |
| YTD | +4.4% | +0.5% | +3.9% | +3.5% |
| 1Y | +7.4% | -3.9% | +11.4% | +7.3% |
| 3Y | +61.0% | +72.5% | -11.6% | +41.5% |
| 5Y | +30.4% | -1.5% | +31.9% | +26.3% |
| 10Y | +264.8% | +345.8% | -81.0% | +166.5% |
| All | +6,451.5% | +38,753.6% | -32,302.1% | +3,623.9% |
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