+92.4%
FOXA vs RMD
+129.4%
-37.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +0.8% | -4.4% | +5.2% | +1.8% |
| 30D | +5.0% | -3.1% | +8.2% | +5.7% |
| 3M | -3.0% | +13.8% | -16.8% | -6.0% |
| 6M | +14.8% | -8.6% | +23.3% | +16.4% |
| YTD | -8.9% | -8.6% | -0.3% | -7.7% |
| 1Y | +13.3% | -19.7% | +33.0% | +18.0% |
| 3Y | +115.4% | +48.4% | +67.0% | +89.6% |
| 5Y | +95.3% | -22.7% | +118.0% | +99.3% |
| All | +92.4% | +129.4% | -37.1% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling