+10,056.5%
FICO vs RMD
+38,484.3%
-28,427.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | +4.0% | -0.8% | +4.8% | +4.1% |
| 30D | -1.5% | +1.7% | -3.2% | -2.0% |
| 3M | -29.8% | +6.4% | -36.2% | -30.8% |
| 6M | -33.3% | +20.7% | -54.0% | -35.9% |
| YTD | -56.9% | -0.2% | -56.7% | -57.0% |
| 1Y | -59.5% | -4.5% | -54.9% | -59.2% |
| 3Y | -26.9% | +70.5% | -97.4% | -35.7% |
| 5Y | +92.9% | -1.6% | +94.5% | +87.9% |
| 10Y | +539.5% | +342.7% | +196.8% | +376.5% |
| All | +10,056.5% | +38,484.3% | -28,427.8% | +5,678.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling