+342.7%
RMD vs BB
+31.7%
+311.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.7% |
| 7D | -0.8% | +7.3% | -8.1% | -1.4% |
| 30D | +1.7% | +11.2% | -9.6% | +0.7% |
| 3M | +6.4% | +4.7% | +1.7% | +5.5% |
| 6M | +20.7% | +51.1% | -30.4% | +14.6% |
| YTD | -0.2% | +148.0% | -148.2% | -9.7% |
| 1Y | -4.5% | +106.1% | -110.6% | -12.3% |
| 3Y | +70.5% | +158.2% | -87.7% | +48.8% |
| 5Y | -1.6% | -10.8% | +9.2% | -9.1% |
| 10Y | +342.7% | +29.3% | +313.4% | +260.5% |
| All | +342.7% | +31.7% | +311.0% | +260.5% |
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