+78,645.2%
FICO vs RRX
+4,066.5%
+74,578.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -2.0% |
| 7D | -0.9% | +7.5% | -8.5% | -3.5% |
| 30D | +3.3% | +3.0% | +0.4% | +1.5% |
| 3M | -31.7% | -5.3% | -26.4% | -31.4% |
| 6M | -34.0% | -26.6% | -7.3% | -30.8% |
| YTD | -58.3% | +21.2% | -79.5% | -63.8% |
| 1Y | -57.9% | +25.9% | -83.9% | -64.1% |
| 3Y | -24.1% | +71.7% | -95.8% | -44.5% |
| 5Y | +85.3% | +7.8% | +77.6% | +54.2% |
| 10Y | +520.3% | +242.9% | +277.4% | +242.8% |
| All | +78,645.2% | +4,066.5% | +74,578.6% | +33,815.0% |
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