+112.0%
ROST vs RMD
-7.7%
+119.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | -5.2% | +6.2% | -11.5% | -6.8% |
| 6M | +9.8% | +19.4% | -9.6% | +4.2% |
| YTD | +29.4% | +0.5% | +28.9% | +28.1% |
| 1Y | +44.4% | -3.9% | +48.3% | +44.6% |
| 3Y | +95.0% | +72.5% | +22.5% | +59.4% |
| All | +112.0% | -7.7% | +119.6% | +112.7% |
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