+84.4%
FICO vs RMD
-7.7%
+92.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | +2.1% | +0.1% | +1.5% |
| 30D | +0.1% | +2.1% | -2.0% | -0.9% |
| 3M | -35.2% | +6.2% | -41.4% | -36.7% |
| 6M | -32.4% | +19.4% | -51.7% | -36.5% |
| YTD | -57.4% | +0.5% | -57.9% | -57.7% |
| 1Y | -58.5% | -3.9% | -54.6% | -58.3% |
| 3Y | -28.9% | +72.5% | -101.4% | -44.2% |
| All | +84.4% | -7.7% | +92.0% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling