+86.1%
FICO vs RL
+232.3%
-146.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.3% | +3.1% |
| 7D | -0.3% | -4.7% | +4.4% | +1.0% |
| 30D | +1.7% | +3.6% | -1.8% | +0.3% |
| 3M | -35.2% | +0.5% | -35.7% | -35.7% |
| 6M | -33.7% | +6.6% | -40.3% | -36.2% |
| YTD | -58.2% | +8.8% | -67.0% | -60.2% |
| 1Y | -56.6% | +21.8% | -78.3% | -60.4% |
| 3Y | -24.0% | +245.8% | -269.8% | -55.8% |
| 5Y | +86.1% | +230.0% | -143.9% | +1.8% |
| All | +86.1% | +232.3% | -146.2% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling