+6,961.8%
ROK vs RMD
+36,837.6%
-29,875.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -5.0% | +5.7% | +1.7% |
| 30D | -3.3% | +2.2% | -5.5% | -3.8% |
| 3M | -5.9% | +17.8% | -23.7% | -9.2% |
| 6M | +13.9% | -11.3% | +25.2% | +15.9% |
| YTD | +12.6% | -4.4% | +17.0% | +12.8% |
| 1Y | +28.6% | -15.7% | +44.3% | +32.0% |
| 3Y | +45.1% | +47.7% | -2.6% | +31.4% |
| 5Y | +45.6% | -19.2% | +64.8% | +46.6% |
| 10Y | +345.0% | +280.4% | +64.6% | +234.8% |
| All | +6,961.8% | +36,837.6% | -29,875.8% | +3,961.8% |
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