+271.5%
RMD vs BRO
+294.2%
-22.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -4.4% | -7.3% | +2.9% | -0.9% |
| 30D | -3.1% | -6.9% | +3.7% | +0.1% |
| 3M | +13.8% | +10.7% | +3.1% | +8.0% |
| 6M | -8.6% | -2.7% | -5.9% | -8.2% |
| YTD | -8.6% | -16.3% | +7.7% | -1.9% |
| 1Y | -19.7% | -29.1% | +9.4% | -6.6% |
| 3Y | +48.4% | -7.8% | +56.2% | +43.5% |
| 5Y | -22.7% | +18.7% | -41.5% | -37.9% |
| All | +271.5% | +294.2% | -22.8% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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