+1,084.8%
RMD vs BR
+1,481.8%
-397.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +2.1% | +1.1% | +1.0% | +1.6% |
| 30D | +2.1% | +14.4% | -12.3% | -3.9% |
| 3M | +6.2% | +12.4% | -6.2% | +0.6% |
| 6M | +19.4% | +35.4% | -16.1% | +3.5% |
| YTD | +0.5% | -12.2% | +12.7% | +5.1% |
| 1Y | -3.9% | -12.7% | +8.8% | +0.7% |
| 3Y | +72.5% | +14.3% | +58.3% | +57.9% |
| 5Y | -1.5% | +19.3% | -20.8% | -12.9% |
| 10Y | +345.8% | +278.1% | +67.6% | +137.4% |
| All | +1,084.8% | +1,481.8% | -397.0% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling