+27.0%
BROS vs RMD
-18.1%
+45.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -6.7% | -5.0% | -1.7% | -4.7% |
| 30D | -29.1% | +2.2% | -31.3% | -29.8% |
| 3M | -16.7% | +17.8% | -34.6% | -22.7% |
| 6M | -11.6% | -11.3% | -0.3% | -7.6% |
| YTD | -23.9% | -4.4% | -19.5% | -23.0% |
| 1Y | -34.8% | -15.7% | -19.1% | -30.7% |
| 3Y | +62.1% | +47.7% | +14.3% | +26.5% |
| All | +27.0% | -18.1% | +45.1% | +27.7% |
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