+531.6%
FICO vs RRC
+63.1%
+468.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.5% | +2.7% |
| 7D | -0.1% | -10.3% | +10.3% | +1.0% |
| 30D | +8.4% | +19.5% | -11.1% | +6.0% |
| 3M | -30.5% | +27.9% | -58.4% | -32.5% |
| 6M | -35.7% | +21.2% | -56.9% | -37.3% |
| YTD | -57.2% | +39.6% | -96.8% | -59.0% |
| 1Y | -58.4% | +31.3% | -89.7% | -59.9% |
| 3Y | -24.8% | +51.9% | -76.8% | -29.1% |
| 5Y | +79.3% | +110.2% | -30.9% | +61.0% |
| 10Y | +531.6% | +56.7% | +475.0% | +425.1% |
| All | +531.6% | +63.1% | +468.6% | +425.1% |
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