+29,367.2%
RMD vs FDS
+10,327.4%
+19,039.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.7% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +4.1% | +20.2% | -16.1% | -1.2% |
| 3M | +5.7% | +19.9% | -14.2% | 0.0% |
| 6M | +12.9% | +56.2% | -43.3% | -1.8% |
| YTD | -1.5% | +14.6% | -16.1% | -7.8% |
| 1Y | -4.8% | +31.6% | -36.3% | -14.4% |
| 3Y | +57.5% | -23.8% | +81.3% | +63.3% |
| 5Y | -5.5% | -22.6% | +17.1% | -2.7% |
| 10Y | +357.8% | +139.3% | +218.4% | +247.2% |
| All | +29,367.2% | +10,327.4% | +19,039.8% | +9,566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling