+31.6%
RCL vs FICO
-58.2%
+89.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +6.5% | -0.9% | +7.4% | +6.5% |
| 30D | +15.9% | +3.3% | +12.5% | +15.7% |
| 3M | +2.7% | -31.7% | +34.4% | +4.5% |
| 6M | +15.2% | -34.0% | +49.2% | +17.0% |
| YTD | +19.2% | -58.3% | +77.6% | +37.6% |
| 1Y | +31.6% | -57.9% | +89.5% | +49.8% |
| All | +31.6% | -58.2% | +89.8% | +49.8% |
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