-83.0%
FRMI vs RMD
-19.0%
-64.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.3% |
| 7D | +15.9% | -4.7% | +20.7% | +14.0% |
| 30D | -6.0% | +0.2% | -6.2% | -5.8% |
| 3M | -1.6% | +12.0% | -13.6% | +5.7% |
| 6M | -30.7% | -12.5% | -18.2% | -34.5% |
| YTD | -30.9% | -7.9% | -22.9% | -30.5% |
| All | -83.0% | -19.0% | -64.0% | -87.8% |
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