-17.4%
FIS vs RMD
+53.4%
-70.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +1.1% | -5.0% | +6.1% | +2.4% |
| 30D | -2.2% | +2.2% | -4.4% | -2.9% |
| 3M | +2.1% | +17.8% | -15.7% | -2.1% |
| 6M | -14.7% | -11.3% | -3.3% | -12.9% |
| YTD | -35.7% | -4.4% | -31.3% | -35.5% |
| 1Y | -37.1% | -15.7% | -21.3% | -35.2% |
| All | -17.4% | +53.4% | -70.8% | -27.1% |
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