+373.9%
RCL vs FICO
+514.7%
-140.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.5% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | +11.8% | +1.7% | +10.0% | +9.5% |
| 3M | -0.8% | -35.2% | +34.3% | +12.1% |
| 6M | +23.6% | -33.7% | +57.3% | +34.1% |
| YTD | +17.6% | -58.2% | +75.8% | +55.0% |
| 1Y | +28.3% | -56.6% | +84.9% | +65.6% |
| 3Y | +261.4% | -24.0% | +285.4% | +215.5% |
| 5Y | +245.3% | +86.1% | +159.3% | +69.7% |
| All | +373.9% | +514.7% | -140.8% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling