+101.7%
FICO vs RNG
-70.5%
+172.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.9% | -12.8% | -15.7% |
| 7D | -19.2% | +5.8% | -25.0% | -20.2% |
| 30D | -14.6% | +19.6% | -34.2% | -18.2% |
| 3M | -20.1% | +67.0% | -87.1% | -30.0% |
| 6M | -36.3% | +88.4% | -124.7% | -46.2% |
| YTD | -44.9% | +155.5% | -200.3% | -57.4% |
| 1Y | -38.6% | +141.7% | -180.3% | -52.1% |
| 3Y | +4.0% | +131.1% | -127.1% | -22.2% |
| All | +101.7% | -70.5% | +172.2% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling