+355.6%
RMD vs FDS
+127.7%
+227.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.1% | +1.5% | +0.6% | +1.5% |
| 30D | +2.1% | +14.8% | -12.7% | -3.3% |
| 3M | +6.2% | +16.3% | -10.0% | -0.4% |
| 6M | +19.4% | +66.2% | -46.8% | -4.5% |
| YTD | +0.5% | +16.2% | -15.7% | -7.9% |
| 1Y | -3.9% | +21.8% | -25.8% | -14.2% |
| 3Y | +72.5% | -23.9% | +96.4% | +88.2% |
| 5Y | -1.5% | -23.1% | +21.6% | +5.5% |
| All | +355.6% | +127.7% | +227.9% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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