+23.3%
BA vs RMD
+347.3%
-324.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.1% | +2.1% | -3.2% | -1.8% |
| 30D | -7.1% | +2.1% | -9.2% | -8.0% |
| 3M | -25.5% | +6.2% | -31.8% | -27.4% |
| 6M | -28.7% | +19.4% | -48.1% | -33.7% |
| YTD | -21.0% | +0.5% | -21.5% | -22.2% |
| 1Y | -11.9% | -3.9% | -7.9% | -11.8% |
| 3Y | -16.2% | +72.5% | -88.7% | -36.0% |
| 5Y | -22.4% | -1.5% | -20.9% | -27.2% |
| All | +23.3% | +347.3% | -324.0% | -26.4% |
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