+84.4%
FICO vs RNG
-72.1%
+156.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +2.2% | +4.6% | -2.4% | +1.0% |
| 30D | +0.1% | +0.4% | -0.3% | -0.5% |
| 3M | -35.2% | +11.4% | -46.6% | -37.2% |
| 6M | -32.4% | +95.7% | -128.0% | -44.0% |
| YTD | -57.4% | +162.9% | -220.3% | -67.9% |
| 1Y | -58.5% | +180.3% | -238.8% | -69.3% |
| 3Y | -28.9% | +188.3% | -217.2% | -50.7% |
| All | +84.4% | -72.1% | +156.4% | +98.0% |
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