-24.1%
FICO vs RMD
+57.4%
-81.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -0.9% | +2.3% | -3.3% | -1.6% |
| 30D | +3.3% | +4.1% | -0.8% | +2.1% |
| 3M | -31.7% | +5.7% | -37.4% | -32.8% |
| 6M | -34.0% | +12.9% | -46.9% | -36.0% |
| YTD | -58.3% | -1.5% | -56.8% | -58.4% |
| 1Y | -57.9% | -4.8% | -53.2% | -57.8% |
| 3Y | -24.1% | +57.5% | -81.5% | -21.8% |
| All | -24.1% | +57.4% | -81.5% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling