-65.8%
BAX vs RMD
-19.3%
-46.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -1.1% | -5.0% | +3.8% | +0.8% |
| 30D | -5.5% | +2.2% | -7.7% | -6.4% |
| 3M | +33.5% | +17.8% | +15.7% | +25.2% |
| 6M | +35.9% | -11.3% | +47.2% | +41.0% |
| YTD | +35.4% | -4.4% | +39.8% | +37.4% |
| 1Y | +9.8% | -15.7% | +25.5% | +16.0% |
| 3Y | -32.7% | +47.7% | -80.5% | -41.7% |
| All | -65.8% | -19.3% | -46.5% | -65.6% |
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