+1,855.7%
RMD vs BG
+1,185.2%
+670.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.6% | -4.1% |
| 7D | -4.5% | +2.4% | -6.8% | -4.9% |
| 30D | +4.6% | +15.0% | -10.4% | +1.6% |
| 3M | +14.8% | -0.7% | +15.4% | +14.4% |
| 6M | -12.1% | +7.5% | -19.6% | -14.1% |
| YTD | -7.5% | +41.6% | -49.1% | -14.7% |
| 1Y | -20.1% | +50.7% | -70.7% | -27.5% |
| 3Y | +53.9% | +20.3% | +33.6% | +44.1% |
| 5Y | -22.2% | +85.2% | -107.4% | -34.9% |
| 10Y | +268.2% | +160.6% | +107.6% | +170.6% |
| All | +1,855.7% | +1,185.2% | +670.5% | +1,038.8% |
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