-4.6%
BROS vs RMD
-14.5%
+9.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.5% |
| 7D | -20.4% | -0.8% | -19.6% | -20.1% |
| 30D | -6.1% | +1.7% | -7.8% | -6.8% |
| 3M | -29.4% | +6.4% | -35.8% | -31.3% |
| 6M | -31.5% | +20.7% | -52.2% | -37.4% |
| YTD | -42.8% | -0.2% | -42.7% | -43.3% |
| 1Y | -37.5% | -4.5% | -33.0% | -36.9% |
| 3Y | +27.2% | +70.5% | -43.4% | -7.8% |
| 5Y | -47.0% | -1.6% | -45.3% | -49.5% |
| All | -4.6% | -14.5% | +9.9% | -6.0% |
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