+76.9%
FICO vs RRX
+6.5%
+70.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.2% |
| 7D | -0.9% | +7.5% | -8.5% | -2.2% |
| 30D | +3.3% | +3.0% | +0.4% | +2.5% |
| 3M | -31.7% | -5.3% | -26.4% | -31.4% |
| 6M | -34.0% | -26.6% | -7.3% | -31.8% |
| YTD | -58.3% | +21.2% | -79.5% | -63.3% |
| 1Y | -57.9% | +25.9% | -83.9% | -63.5% |
| 3Y | -24.1% | +71.7% | -95.8% | -45.5% |
| All | +76.9% | +6.5% | +70.5% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling