+104,095.6%
FICO vs RRC
+1,202.2%
+102,893.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| 3M | -20.1% | +4.0% | -24.1% | -20.4% |
| 6M | -36.3% | +1.6% | -37.9% | -36.6% |
| YTD | -44.9% | +19.7% | -64.6% | -45.8% |
| 1Y | -38.6% | +21.4% | -60.0% | -39.9% |
| 3Y | +4.0% | +29.7% | -25.7% | +0.7% |
| 5Y | +99.5% | +153.9% | -54.3% | +80.3% |
| 10Y | +604.7% | +10.8% | +593.9% | +524.8% |
| All | +104,095.6% | +1,202.2% | +102,893.4% | +91,053.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling