+18.4%
BROS vs RMD
-21.3%
+39.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -6.1% | -4.2% | -1.9% | -4.4% |
| 30D | -12.4% | -2.1% | -10.3% | -11.6% |
| 3M | -27.9% | +13.8% | -41.7% | -32.1% |
| 6M | -16.8% | -10.6% | -6.2% | -13.4% |
| YTD | -29.0% | -8.1% | -20.9% | -27.0% |
| 1Y | -33.2% | -18.0% | -15.2% | -28.2% |
| 3Y | +56.8% | +52.9% | +3.9% | +18.8% |
| All | +18.4% | -21.3% | +39.7% | +21.0% |
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