+4.4%
FICO vs RMD
+51.0%
-46.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.6% |
| 7D | -19.2% | -5.0% | -14.2% | -18.1% |
| 30D | -14.6% | +2.2% | -16.8% | -15.1% |
| 3M | -20.1% | +17.8% | -37.9% | -23.0% |
| 6M | -36.3% | -11.3% | -25.0% | -35.0% |
| YTD | -44.9% | -4.4% | -40.4% | -44.4% |
| 1Y | -38.6% | -15.7% | -22.9% | -36.9% |
| All | +4.4% | +51.0% | -46.6% | -1.4% |
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