-39.3%
FICO vs RNG
+121.6%
-160.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.3% |
| 7D | -15.4% | -0.8% | -14.6% | -15.1% |
| 30D | -10.4% | +11.4% | -21.8% | -12.7% |
| 3M | -22.7% | +72.1% | -94.8% | -32.8% |
| 6M | -36.8% | +67.9% | -104.7% | -45.6% |
| YTD | -44.8% | +144.3% | -189.1% | -56.3% |
| 1Y | -39.3% | +117.5% | -156.9% | -49.3% |
| All | -39.3% | +121.6% | -160.9% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling