+2,025.1%
RMD vs BG
+954.5%
+1,070.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +2.1% | +2.6% | -0.5% | +1.6% |
| 30D | +2.1% | -6.7% | +8.8% | +3.4% |
| 3M | +6.2% | -9.3% | +15.5% | +7.9% |
| 6M | +19.4% | -18.3% | +37.7% | +23.3% |
| YTD | +0.5% | +16.2% | -15.6% | -3.8% |
| 1Y | -3.9% | +7.6% | -11.5% | -6.6% |
| 3Y | +72.5% | +6.6% | +66.0% | +65.0% |
| 5Y | -1.5% | +22.2% | -23.7% | -10.1% |
| 10Y | +345.8% | +112.0% | +233.8% | +241.4% |
| All | +2,025.1% | +954.5% | +1,070.6% | +1,184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling