+1,057.5%
FITB vs RMD
+38,649.8%
-37,592.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +7.3% | +1.9% | +5.4% | +6.7% |
| 3M | -6.3% | +6.3% | -12.6% | -8.0% |
| 6M | +12.6% | +18.2% | -5.7% | +7.4% |
| YTD | +18.0% | +0.3% | +17.7% | +17.0% |
| 1Y | +28.9% | -4.3% | +33.2% | +29.2% |
| 3Y | +139.4% | +71.3% | +68.1% | +104.4% |
| 5Y | +47.2% | -1.8% | +49.0% | +41.6% |
| 10Y | +213.0% | +344.6% | -131.5% | +105.9% |
| All | +1,057.5% | +38,649.8% | -37,592.3% | +375.2% |
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