-58.8%
FICO vs RRC
+28.5%
-87.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.5% | +2.8% |
| 7D | -0.1% | -10.3% | +10.3% | -1.6% |
| 30D | +8.4% | +19.5% | -11.1% | +9.5% |
| 3M | -30.5% | +27.9% | -58.4% | -30.0% |
| 6M | -35.7% | +21.2% | -56.9% | -36.2% |
| YTD | -57.2% | +39.6% | -96.8% | -57.8% |
| All | -58.8% | +28.5% | -87.3% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling