+275.4%
RMD vs BB
+2.1%
+273.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -4.7% | +1.8% | -6.6% | -4.9% |
| 30D | +0.2% | -12.2% | +12.5% | +1.2% |
| 3M | +12.0% | -12.3% | +24.3% | +12.3% |
| 6M | -12.5% | +122.7% | -135.2% | -20.0% |
| YTD | -7.9% | +104.5% | -112.4% | -15.2% |
| 1Y | -20.4% | +106.7% | -127.1% | -27.1% |
| 3Y | +53.1% | +70.0% | -16.8% | +38.4% |
| 5Y | -22.1% | -27.8% | +5.6% | -26.7% |
| 10Y | +275.4% | +2.4% | +273.0% | +207.1% |
| All | +275.4% | +2.1% | +273.3% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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