+76.9%
FICO vs RMD
-5.3%
+82.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -0.9% | +2.3% | -3.3% | -1.8% |
| 30D | +3.3% | +4.1% | -0.8% | +1.7% |
| 3M | -31.7% | +5.7% | -37.4% | -33.3% |
| 6M | -34.0% | +12.9% | -46.9% | -36.9% |
| YTD | -58.3% | -1.5% | -56.8% | -58.4% |
| 1Y | -57.9% | -4.8% | -53.2% | -57.6% |
| 3Y | -24.1% | +57.5% | -81.5% | -38.3% |
| All | +76.9% | -5.3% | +82.2% | +83.8% |
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 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