+312.1%
ROST vs RMD
+274.3%
+37.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +0.2% | -4.4% | +4.6% | +1.4% |
| 30D | -6.9% | -3.1% | -3.7% | -6.2% |
| 3M | -3.3% | +13.8% | -17.1% | -7.0% |
| 6M | +9.0% | -8.6% | +17.6% | +10.9% |
| YTD | +28.9% | -8.6% | +37.5% | +30.8% |
| 1Y | +54.0% | -19.7% | +73.7% | +61.6% |
| 3Y | +100.7% | +48.4% | +52.3% | +73.1% |
| 5Y | +116.0% | -22.7% | +138.8% | +120.1% |
| All | +312.1% | +274.3% | +37.8% | +189.3% |
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 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