+5,655.0%
FICO vs RL
+1,536.1%
+4,118.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.3% |
| 7D | +1.4% | +2.4% | -1.0% | +0.7% |
| 30D | -0.8% | +4.6% | -5.3% | -2.3% |
| 3M | -31.3% | -1.1% | -30.2% | -31.4% |
| 6M | -33.9% | +16.5% | -50.5% | -37.6% |
| YTD | -57.6% | +11.4% | -69.0% | -59.6% |
| 1Y | -59.7% | +16.1% | -75.7% | -62.1% |
| 3Y | -28.0% | +252.6% | -280.6% | -52.0% |
| 5Y | +91.0% | +244.9% | -153.9% | +25.5% |
| 10Y | +529.4% | +342.4% | +187.1% | +255.7% |
| All | +5,655.0% | +1,536.1% | +4,118.8% | +2,067.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling