Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • RMD vs BG✓SelectedUSD · BGRMD vs BG performance historyLatest closeAs of-3.20%09/08
Stock and ETF performance explorer

RMD vs BG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,855.7%
BG return
+1,185.2%
Excess return
+670.5%
Maximum drawdown
-60.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBGExcessAlpha
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