-59.7%
FICO vs RSG
+23.9%
-83.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -2.9% |
| 7D | +1.4% | +1.4% | 0.0% | +0.1% |
| 30D | -0.8% | +15.0% | -15.8% | -13.0% |
| 3M | -31.3% | +18.5% | -49.8% | -40.9% |
| 6M | -33.9% | +25.8% | -59.7% | -45.0% |
| YTD | -57.6% | +20.8% | -78.4% | -63.4% |
| 1Y | -59.7% | +24.8% | -84.5% | -66.0% |
| All | -59.7% | +23.9% | -83.6% | -66.0% |
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