+499.7%
FICO vs RMD
+350.6%
+149.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | -0.9% | +2.3% | -3.3% | -2.0% |
| 30D | +3.3% | +4.1% | -0.8% | +1.4% |
| 3M | -31.7% | +5.7% | -37.4% | -33.5% |
| 6M | -34.0% | +12.9% | -46.9% | -37.5% |
| YTD | -58.3% | -1.5% | -56.8% | -58.4% |
| 1Y | -57.9% | -4.8% | -53.2% | -57.5% |
| 3Y | -24.1% | +57.5% | -81.5% | -40.6% |
| 5Y | +85.3% | -5.5% | +90.8% | +77.7% |
| All | +499.7% | +350.6% | +149.0% | +229.1% |
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