+1,594.1%
FICO vs RNG
+327.7%
+1,266.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.9% | -12.8% | -15.6% |
| 7D | -19.2% | +5.8% | -25.0% | -20.3% |
| 30D | -14.6% | +19.6% | -34.2% | -18.4% |
| 3M | -20.1% | +67.0% | -87.1% | -30.7% |
| 6M | -36.3% | +88.4% | -124.7% | -46.8% |
| YTD | -44.9% | +155.5% | -200.3% | -58.3% |
| 1Y | -38.6% | +141.7% | -180.3% | -53.1% |
| 3Y | +4.0% | +131.1% | -127.1% | -24.1% |
| 5Y | +99.5% | -70.6% | +170.1% | +125.0% |
| 10Y | +604.7% | +228.2% | +376.5% | +344.6% |
| All | +1,594.1% | +327.7% | +1,266.4% | +896.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling