-58.4%
FICO vs RSG
+23.2%
-81.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.6% |
| 7D | +0.9% | +2.0% | -1.1% | -0.9% |
| 30D | +9.4% | +14.2% | -4.7% | -3.4% |
| 3M | -30.4% | +15.8% | -46.1% | -38.9% |
| 6M | -35.1% | +24.6% | -59.7% | -45.5% |
| YTD | -56.8% | +18.2% | -75.0% | -62.1% |
| 1Y | -58.4% | +22.8% | -81.2% | -64.4% |
| All | -58.4% | +23.2% | -81.6% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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