+28,496.9%
RMD vs FDS
+9,502.8%
+18,994.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.6% |
| 7D | -5.0% | -1.9% | -3.1% | -4.5% |
| 30D | +2.2% | +9.0% | -6.8% | -0.4% |
| 3M | +17.8% | +18.9% | -1.0% | +11.7% |
| 6M | -11.3% | +35.1% | -46.5% | -19.8% |
| YTD | -4.4% | +5.5% | -9.9% | -8.1% |
| 1Y | -15.7% | -16.8% | +1.1% | -13.8% |
| 3Y | +47.7% | -28.1% | +75.8% | +56.2% |
| 5Y | -19.2% | -17.4% | -1.8% | -18.1% |
| 10Y | +280.4% | +85.4% | +194.9% | +208.6% |
| All | +28,496.9% | +9,502.8% | +18,994.0% | +9,533.9% |
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