-58.4%
FICO vs RMD
-5.4%
-53.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.3% |
| 7D | +0.9% | +3.1% | -2.2% | -0.8% |
| 30D | +9.4% | +1.8% | +7.7% | +7.6% |
| 3M | -30.4% | +6.7% | -37.1% | -33.4% |
| 6M | -35.1% | +13.9% | -49.0% | -39.9% |
| YTD | -56.8% | -2.0% | -54.8% | -56.0% |
| 1Y | -58.4% | -5.4% | -53.0% | -56.6% |
| All | -58.4% | -5.4% | -53.0% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling