-56.4%
FICO vs RRX
+30.0%
-86.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -4.0% |
| 7D | +0.4% | +7.6% | -7.2% | +2.1% |
| 30D | +1.7% | +7.5% | -5.9% | +3.7% |
| 3M | -33.0% | -21.0% | -12.0% | -35.7% |
| 6M | -33.9% | -18.1% | -15.8% | -35.2% |
| YTD | -58.5% | +24.3% | -82.8% | -60.1% |
| 1Y | -56.4% | +29.3% | -85.7% | -58.3% |
| All | -56.4% | +30.0% | -86.4% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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