+39,549.1%
RMD vs BRO
+9,171.0%
+30,378.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.2% | -8.6% | +4.4% | -1.1% |
| 30D | -2.1% | -6.9% | +4.9% | +0.4% |
| 3M | +13.8% | +10.5% | +3.3% | +9.6% |
| 6M | -10.6% | -2.8% | -7.8% | -10.2% |
| YTD | -8.1% | -16.1% | +8.1% | -3.3% |
| 1Y | -18.0% | -27.6% | +9.6% | -9.4% |
| 3Y | +52.9% | -7.3% | +60.1% | +52.0% |
| 5Y | -22.3% | +19.0% | -41.2% | -30.1% |
| 10Y | +274.8% | +292.7% | -17.9% | +128.9% |
| All | +39,549.1% | +9,171.0% | +30,378.2% | +13,245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling