-80.3%
FIG vs RMD
-18.8%
-61.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.2% | -2.5% | -4.7% |
| 7D | -16.4% | -4.5% | -11.9% | -15.1% |
| 30D | -2.3% | +4.6% | -6.9% | -3.6% |
| 3M | +7.8% | +14.8% | -7.0% | +5.6% |
| 6M | -21.8% | -12.1% | -9.8% | -20.1% |
| YTD | -39.1% | -7.5% | -31.6% | -39.5% |
| 1Y | -56.6% | -20.1% | -36.6% | -58.4% |
| All | -80.3% | -18.8% | -61.5% | -79.9% |
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