+271.5%
RMD vs BR
+189.7%
+81.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -4.4% | -3.0% | -1.4% | -2.9% |
| 30D | -3.1% | -0.3% | -2.8% | -3.0% |
| 3M | +13.8% | +17.3% | -3.5% | +4.6% |
| 6M | -8.6% | -6.7% | -1.9% | -6.1% |
| YTD | -8.6% | -23.4% | +14.8% | +3.8% |
| 1Y | -19.7% | -32.7% | +13.0% | -2.3% |
| 3Y | +48.4% | -5.9% | +54.3% | +47.2% |
| 5Y | -22.7% | +8.4% | -31.2% | -31.2% |
| All | +271.5% | +189.7% | +81.8% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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