+550.6%
ROKU vs RMD
+214.7%
+336.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -3.0% | -4.7% | +1.7% | -0.8% |
| 30D | +0.7% | +0.2% | +0.5% | +0.3% |
| 3M | +26.5% | +12.0% | +14.5% | +18.4% |
| 6M | +52.6% | -12.5% | +65.2% | +61.1% |
| YTD | +40.9% | -7.9% | +48.9% | +44.1% |
| 1Y | +57.6% | -20.4% | +78.0% | +73.1% |
| 3Y | +83.2% | +53.1% | +30.1% | +31.0% |
| 5Y | -54.8% | -22.1% | -32.7% | -52.8% |
| All | +550.6% | +214.7% | +336.0% | +219.3% |
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