+3,756.6%
ROL vs RMD
+36,837.6%
-33,081.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | -5.0% | +3.6% | -0.6% |
| 30D | -4.1% | +2.2% | -6.3% | -4.5% |
| 3M | -22.5% | +17.8% | -40.4% | -24.8% |
| 6M | -37.7% | -11.3% | -26.3% | -36.6% |
| YTD | -39.6% | -4.4% | -35.2% | -39.4% |
| 1Y | -36.0% | -15.7% | -20.3% | -34.5% |
| 3Y | -5.1% | +47.7% | -52.9% | -12.7% |
| 5Y | -3.4% | -19.2% | +15.8% | -3.0% |
| 10Y | +215.2% | +280.4% | -65.1% | +146.2% |
| All | +3,756.6% | +36,837.6% | -33,081.1% | +2,126.2% |
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