+3.1%
FICO vs RSG
+59.4%
-56.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.1% | -15.6% | -16.0% |
| 7D | -19.2% | +0.3% | -19.5% | -19.2% |
| 30D | -14.6% | +7.6% | -22.2% | -18.1% |
| 3M | -20.1% | +7.4% | -27.5% | -22.7% |
| 6M | -36.3% | -3.3% | -33.1% | -34.9% |
| YTD | -44.9% | +6.0% | -50.9% | -46.1% |
| 1Y | -38.6% | -3.7% | -35.0% | -37.3% |
| All | +3.1% | +59.4% | -56.3% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling