+499.7%
FICO vs RRC
+59.4%
+440.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -0.9% | -10.8% | +9.9% | +0.1% |
| 30D | +3.3% | +22.3% | -19.0% | +0.8% |
| 3M | -31.7% | +26.6% | -58.3% | -33.6% |
| 6M | -34.0% | +18.9% | -52.9% | -35.5% |
| YTD | -58.3% | +39.2% | -97.5% | -60.0% |
| 1Y | -57.9% | +34.0% | -91.9% | -59.5% |
| 3Y | -24.1% | +42.0% | -66.1% | -28.0% |
| 5Y | +85.3% | +111.9% | -26.6% | +66.3% |
| All | +499.7% | +59.4% | +440.3% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling