+4.4%
FICO vs RRC
+31.1%
-26.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.6% |
| 7D | -19.2% | +1.3% | -20.5% | -19.3% |
| 30D | -14.6% | +10.1% | -24.7% | -15.7% |
| 3M | -20.1% | +4.0% | -24.1% | -20.6% |
| 6M | -36.3% | +1.6% | -37.9% | -36.9% |
| YTD | -44.9% | +19.7% | -64.6% | -47.0% |
| 1Y | -38.6% | +21.4% | -60.0% | -41.5% |
| All | +4.4% | +31.1% | -26.6% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling