+602.8%
FICO vs RL
+313.2%
+289.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.0% | -18.7% | -17.3% |
| 7D | -19.2% | -0.8% | -18.4% | -19.1% |
| 30D | -14.6% | -7.8% | -6.8% | -12.8% |
| 3M | -20.1% | -4.0% | -16.1% | -19.8% |
| 6M | -36.3% | -1.9% | -34.4% | -37.0% |
| YTD | -44.9% | -0.2% | -44.7% | -45.8% |
| 1Y | -38.6% | +10.7% | -49.3% | -41.7% |
| 3Y | +4.0% | +210.8% | -206.8% | -30.1% |
| 5Y | +99.5% | +238.2% | -138.7% | +27.0% |
| All | +602.8% | +313.2% | +289.6% | +304.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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