+112.0%
ROST vs RMD
-21.0%
+133.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.4% |
| 7D | +0.2% | -4.5% | +4.7% | +1.3% |
| 30D | -10.0% | +4.6% | -14.6% | -11.1% |
| 3M | +1.2% | +14.8% | -13.6% | -2.8% |
| 6M | +8.9% | -12.1% | +21.0% | +11.9% |
| YTD | +28.1% | -7.5% | +35.5% | +29.6% |
| 1Y | +53.0% | -20.1% | +73.0% | +60.6% |
| 3Y | +97.9% | +53.9% | +44.0% | +66.9% |
| 5Y | +112.0% | -22.2% | +134.2% | +106.2% |
| All | +112.0% | -21.0% | +133.0% | +106.2% |
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 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