+531.6%
FICO vs RRX
+238.3%
+293.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.9% | -4.2% | +0.8% |
| 7D | -0.1% | +12.3% | -12.4% | -3.7% |
| 30D | +8.4% | +9.5% | -1.1% | +4.8% |
| 3M | -30.5% | +1.8% | -32.3% | -31.6% |
| 6M | -35.7% | -15.3% | -20.4% | -35.2% |
| YTD | -57.2% | +29.6% | -86.8% | -64.7% |
| 1Y | -58.4% | +34.1% | -92.5% | -66.3% |
| 3Y | -24.8% | +74.0% | -98.8% | -50.2% |
| 5Y | +79.3% | +14.7% | +64.6% | +37.9% |
| 10Y | +531.6% | +229.4% | +302.3% | +176.7% |
| All | +531.6% | +238.3% | +293.3% | +176.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling