-22.3%
RMD vs BR
+7.7%
-29.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.2% | -6.0% | +1.8% | -1.6% |
| 30D | -2.1% | -0.9% | -1.2% | -1.7% |
| 3M | +13.8% | +16.4% | -2.6% | +6.4% |
| 6M | -10.6% | -8.2% | -2.4% | -7.7% |
| YTD | -8.1% | -23.2% | +15.1% | +2.6% |
| 1Y | -18.0% | -30.9% | +13.0% | -3.7% |
| 3Y | +52.9% | -5.0% | +57.8% | +50.8% |
| 5Y | -22.3% | +8.8% | -31.0% | -33.4% |
| All | -22.3% | +7.7% | -29.9% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling