+539.5%
FICO vs RGEN
+450.6%
+88.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | +4.0% | -3.1% | +7.1% | +4.8% |
| 30D | -1.5% | +0.1% | -1.6% | -1.9% |
| 3M | -29.8% | +4.8% | -34.6% | -31.6% |
| 6M | -33.3% | +48.9% | -82.2% | -41.5% |
| YTD | -56.9% | +5.3% | -62.2% | -58.7% |
| 1Y | -59.5% | +12.5% | -72.0% | -61.9% |
| 3Y | -26.9% | +17.0% | -43.9% | -36.4% |
| 5Y | +92.9% | -35.4% | +128.3% | +87.4% |
| 10Y | +539.5% | +434.6% | +104.9% | +233.7% |
| All | +539.5% | +450.6% | +88.9% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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