-8.1%
BROS vs RMD
-14.1%
+6.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -11.2% | +1.9% | -13.2% | -12.1% |
| 3M | -33.9% | +6.3% | -40.2% | -35.7% |
| 6M | -33.5% | +18.2% | -51.7% | -38.7% |
| YTD | -44.9% | +0.3% | -45.2% | -45.5% |
| 1Y | -41.5% | -4.3% | -37.2% | -41.0% |
| 3Y | +22.4% | +71.3% | -48.8% | -11.4% |
| 5Y | -45.7% | -1.8% | -43.9% | -48.3% |
| All | -8.1% | -14.1% | +6.0% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling