+271.5%
RMD vs BG
+166.7%
+104.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.3% |
| 7D | -4.4% | +3.1% | -7.5% | -4.9% |
| 30D | -3.1% | +10.2% | -13.4% | -4.8% |
| 3M | +13.8% | -1.7% | +15.5% | +13.7% |
| 6M | -8.6% | +1.0% | -9.6% | -9.3% |
| YTD | -8.6% | +39.9% | -48.6% | -14.6% |
| 1Y | -19.7% | +53.2% | -72.9% | -26.3% |
| 3Y | +48.4% | +16.3% | +32.1% | +41.0% |
| 5Y | -22.7% | +83.9% | -106.6% | -34.3% |
| All | +271.5% | +166.7% | +104.8% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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