-15.3%
ROP vs RMD
-21.0%
+5.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.1% |
| 7D | -5.4% | -4.5% | -1.0% | -4.4% |
| 30D | -1.6% | +4.6% | -6.2% | -2.6% |
| 3M | +18.8% | +14.8% | +4.1% | +15.2% |
| 6M | +8.2% | -12.1% | +20.3% | +10.8% |
| YTD | -10.5% | -7.5% | -3.0% | -9.4% |
| 1Y | -23.7% | -20.1% | -3.7% | -20.5% |
| 3Y | -17.9% | +53.9% | -71.7% | -28.0% |
| 5Y | -15.3% | -22.2% | +6.9% | -14.7% |
| All | -15.3% | -21.0% | +5.7% | -14.7% |
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