+175.6%
RCL vs FICO
+4.8%
+170.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.5% | +3.9% |
| 7D | -5.1% | -19.2% | +14.1% | -0.5% |
| 30D | -19.0% | -14.6% | -4.4% | -16.4% |
| 3M | -9.6% | -20.1% | +10.5% | -6.2% |
| 6M | -6.7% | -36.3% | +29.6% | +2.6% |
| YTD | -3.9% | -44.9% | +40.9% | +10.6% |
| 1Y | -25.1% | -38.6% | +13.5% | -17.9% |
| All | +175.6% | +4.8% | +170.8% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling