+104,095.6%
FICO vs RRX
+3,904.5%
+100,191.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.8% | -16.7% |
| 7D | -19.2% | +3.4% | -22.6% | -20.0% |
| 30D | -14.6% | -11.1% | -3.5% | -11.7% |
| 3M | -20.1% | -23.7% | +3.6% | -15.7% |
| 6M | -36.3% | -22.0% | -14.3% | -34.8% |
| YTD | -44.9% | +16.5% | -61.3% | -51.0% |
| 1Y | -38.6% | +11.5% | -50.1% | -45.3% |
| 3Y | +4.0% | +1.5% | +2.5% | -9.3% |
| 5Y | +99.5% | +18.3% | +81.3% | +61.8% |
| 10Y | +604.7% | +209.8% | +394.9% | +305.5% |
| All | +104,095.6% | +3,904.5% | +100,191.1% | +45,797.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling