+3.1%
FICO vs RNG
+130.4%
-127.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.9% | -12.8% | -15.8% |
| 7D | -19.2% | +5.8% | -25.0% | -20.1% |
| 30D | -14.6% | +19.6% | -34.2% | -17.8% |
| 3M | -20.1% | +67.0% | -87.1% | -28.9% |
| 6M | -36.3% | +88.4% | -124.7% | -45.1% |
| YTD | -44.9% | +155.5% | -200.3% | -55.6% |
| 1Y | -38.6% | +141.7% | -180.3% | -50.2% |
| All | +3.1% | +130.4% | -127.3% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling