+499.7%
FICO vs RL
+356.1%
+143.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -0.9% | -4.2% | +3.2% | 0.0% |
| 30D | +3.3% | +4.3% | -0.9% | +1.8% |
| 3M | -31.7% | -4.6% | -27.1% | -31.2% |
| 6M | -34.0% | +1.7% | -35.7% | -35.3% |
| YTD | -58.3% | +7.3% | -65.7% | -60.0% |
| 1Y | -57.9% | +20.8% | -78.7% | -61.1% |
| 3Y | -24.1% | +247.0% | -271.0% | -50.7% |
| 5Y | +85.3% | +225.5% | -140.1% | +19.0% |
| All | +499.7% | +356.1% | +143.6% | +235.9% |
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