+6,587.4%
FICO vs RSG
+2,259.5%
+4,327.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.8% |
| 7D | +0.9% | +2.0% | -1.1% | +0.1% |
| 30D | +9.4% | +14.2% | -4.7% | +3.9% |
| 3M | -30.4% | +15.8% | -46.1% | -34.2% |
| 6M | -35.1% | +24.6% | -59.7% | -40.3% |
| YTD | -56.8% | +18.2% | -75.0% | -59.4% |
| 1Y | -58.4% | +22.8% | -81.2% | -61.5% |
| 3Y | -26.7% | +62.4% | -89.1% | -39.3% |
| 5Y | +88.0% | +96.0% | -8.0% | +44.3% |
| 10Y | +545.7% | +448.5% | +97.2% | +251.5% |
| All | +6,587.4% | +2,259.5% | +4,327.9% | +2,433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling