+32.0%
RCL vs FICO
-57.1%
+89.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.2% | +9.6% | +6.4% |
| 7D | +11.7% | +0.4% | +11.3% | +11.7% |
| 30D | +21.1% | +1.7% | +19.5% | +21.0% |
| 3M | +2.9% | -33.0% | +35.9% | +4.8% |
| 6M | +29.8% | -33.9% | +63.7% | +31.7% |
| YTD | +21.4% | -58.5% | +80.0% | +38.3% |
| 1Y | +32.0% | -56.4% | +88.4% | +45.2% |
| All | +32.0% | -57.1% | +89.2% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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