+28.3%
RCL vs FICO
-55.7%
+84.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.1% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | +11.8% | +1.7% | +10.0% | +11.6% |
| 3M | -0.8% | -35.2% | +34.3% | +1.5% |
| 6M | +23.6% | -33.7% | +57.3% | +25.5% |
| YTD | +17.6% | -58.2% | +75.8% | +34.3% |
| 1Y | +28.3% | -56.6% | +84.9% | +42.5% |
| All | +28.3% | -55.7% | +84.0% | +42.5% |
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