-36.4%
FICO vs RRX
+12.4%
-48.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.9% | +4.8% |
| 7D | -10.6% | -0.7% | -9.9% | -10.7% |
| 30D | -6.3% | -8.0% | +1.6% | -7.8% |
| 3M | -19.7% | -25.1% | +5.3% | -22.7% |
| 6M | -31.8% | -18.3% | -13.5% | -33.9% |
| YTD | -41.8% | +14.2% | -56.0% | -44.0% |
| 1Y | -36.4% | +13.0% | -49.5% | -39.5% |
| All | -36.4% | +12.4% | -48.9% | -39.5% |
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