+301.5%
ROST vs RMD
+347.3%
-45.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.3% | +2.1% | -1.8% | -0.3% |
| 30D | +0.5% | +2.1% | -1.6% | -0.2% |
| 3M | -5.2% | +6.2% | -11.5% | -6.9% |
| 6M | +9.8% | +19.4% | -9.6% | +4.0% |
| YTD | +29.4% | +0.5% | +28.9% | +28.0% |
| 1Y | +44.4% | -3.9% | +48.3% | +44.5% |
| 3Y | +95.0% | +72.5% | +22.5% | +61.5% |
| 5Y | +111.9% | -1.5% | +113.4% | +102.4% |
| All | +301.5% | +347.3% | -45.9% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling