+990.4%
RMD vs BR
+1,286.0%
-295.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.1% |
| 7D | -4.5% | -5.9% | +1.5% | -1.8% |
| 30D | +4.6% | +1.9% | +2.7% | +3.7% |
| 3M | +14.8% | +14.7% | +0.1% | +7.8% |
| 6M | -12.1% | -12.8% | +0.7% | -7.3% |
| YTD | -7.5% | -23.0% | +15.6% | +2.8% |
| 1Y | -20.1% | -31.7% | +11.6% | -6.3% |
| 3Y | +53.9% | -4.8% | +58.7% | +53.0% |
| 5Y | -22.2% | +7.8% | -30.0% | -28.1% |
| 10Y | +268.2% | +184.1% | +84.2% | +121.3% |
| All | +990.4% | +1,286.0% | -295.6% | +224.9% |
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