+23.6%
RCL vs FICO
-33.1%
+56.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +12.0% |
| 3M | -0.8% | -35.2% | +34.3% | -0.4% |
| 6M | +23.6% | -33.7% | +57.3% | +26.3% |
| All | +23.6% | -33.1% | +56.8% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling