-43.6%
BROS vs RMD
-1.9%
-41.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | -29.4% | +6.4% | -35.8% | -31.3% |
| 6M | -31.5% | +20.7% | -52.2% | -37.6% |
| 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% | -8.9% |
| All | -43.6% | -1.9% | -41.7% | -47.2% |
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