+545.7%
FICO vs RGEN
+457.6%
+88.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +1.7% |
| 7D | +0.9% | -2.4% | +3.3% | +1.4% |
| 30D | +9.4% | +0.1% | +9.4% | +9.0% |
| 3M | -30.4% | +6.6% | -37.0% | -32.5% |
| 6M | -35.1% | +40.9% | -76.0% | -42.3% |
| YTD | -56.8% | +6.2% | -63.0% | -58.7% |
| 1Y | -58.4% | +19.4% | -77.8% | -61.6% |
| 3Y | -26.7% | +17.9% | -44.6% | -36.4% |
| 5Y | +88.0% | -34.0% | +122.0% | +81.5% |
| 10Y | +545.7% | +453.9% | +91.8% | +235.4% |
| All | +545.7% | +457.6% | +88.1% | +235.4% |
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