+545.7%
FICO vs RMD
+340.4%
+205.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | +0.9% | +3.1% | -2.2% | -0.5% |
| 30D | +9.4% | +1.8% | +7.7% | +8.4% |
| 3M | -30.4% | +6.7% | -37.1% | -32.4% |
| 6M | -35.1% | +13.9% | -49.0% | -38.7% |
| YTD | -56.8% | -2.0% | -54.8% | -56.8% |
| 1Y | -58.4% | -5.4% | -53.0% | -57.8% |
| 3Y | -26.7% | +67.4% | -94.1% | -44.2% |
| 5Y | +88.0% | -5.7% | +93.8% | +80.4% |
| 10Y | +545.7% | +338.4% | +207.4% | +254.0% |
| All | +545.7% | +340.4% | +205.4% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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