+531.6%
FICO vs RMD
+360.8%
+170.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.1% | +1.2% | -1.3% | -0.7% |
| 30D | +8.4% | +2.5% | +5.9% | +7.0% |
| 3M | -30.5% | +11.5% | -42.1% | -33.7% |
| 6M | -35.7% | +14.7% | -50.4% | -39.5% |
| YTD | -57.2% | -1.3% | -55.9% | -57.3% |
| 1Y | -58.4% | -5.3% | -53.1% | -57.9% |
| 3Y | -24.8% | +68.8% | -93.6% | -42.9% |
| 5Y | +79.3% | -5.9% | +85.1% | +72.2% |
| 10Y | +531.6% | +348.7% | +183.0% | +246.9% |
| All | +531.6% | +360.8% | +170.9% | +246.9% |
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