+539.5%
FICO vs RNG
+248.5%
+291.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.7% | -0.9% |
| 7D | +4.0% | -3.5% | +7.5% | +4.9% |
| 30D | -1.5% | -3.8% | +2.3% | -1.0% |
| 3M | -29.8% | +18.6% | -48.4% | -33.4% |
| 6M | -33.3% | +69.2% | -102.5% | -43.5% |
| YTD | -56.9% | +161.9% | -218.8% | -68.5% |
| 1Y | -59.5% | +176.2% | -235.7% | -70.8% |
| 3Y | -26.9% | +174.5% | -201.4% | -50.5% |
| 5Y | +92.9% | -71.9% | +164.8% | +131.7% |
| 10Y | +539.5% | +235.4% | +304.1% | +255.4% |
| All | +539.5% | +248.5% | +291.0% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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