+545.7%
FICO vs RL
+369.1%
+176.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +0.9% | +1.3% | -0.5% | +0.3% |
| 30D | +9.4% | +7.6% | +1.8% | +6.8% |
| 3M | -30.4% | -1.5% | -28.9% | -30.5% |
| 6M | -35.1% | +12.1% | -47.2% | -38.1% |
| YTD | -56.8% | +13.9% | -70.7% | -59.2% |
| 1Y | -58.4% | +20.7% | -79.1% | -61.5% |
| 3Y | -26.7% | +260.6% | -287.2% | -53.0% |
| 5Y | +88.0% | +248.9% | -160.8% | +18.2% |
| 10Y | +545.7% | +355.9% | +189.8% | +261.8% |
| All | +545.7% | +369.1% | +176.6% | +261.8% |
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