+18.8%
BX vs RMD
-22.9%
+41.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | -5.7% | -4.7% | -0.9% | -3.7% |
| 30D | -8.9% | +0.2% | -9.1% | -8.9% |
| 3M | +8.4% | +12.0% | -3.6% | +2.9% |
| 6M | +18.9% | -12.5% | +31.5% | +25.0% |
| YTD | -13.6% | -7.9% | -5.7% | -11.4% |
| 1Y | -22.4% | -20.4% | -2.1% | -15.6% |
| 3Y | +26.0% | +53.1% | -27.1% | -4.5% |
| 5Y | +18.8% | -22.1% | +40.9% | +34.5% |
| All | +18.8% | -22.9% | +41.7% | +34.5% |
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