+5,775.6%
RCL vs FICO
+31,319.9%
-25,544.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.2% | +9.6% | +7.5% |
| 7D | +11.7% | +0.4% | +11.3% | +11.5% |
| 30D | +21.1% | +1.7% | +19.5% | +19.0% |
| 3M | +2.9% | -33.0% | +35.9% | +12.8% |
| 6M | +29.8% | -33.9% | +63.7% | +40.0% |
| YTD | +21.4% | -58.5% | +80.0% | +52.4% |
| 1Y | +32.0% | -56.4% | +88.4% | +62.3% |
| 3Y | +273.1% | -24.7% | +297.8% | +256.4% |
| 5Y | +288.4% | +83.1% | +205.3% | +158.2% |
| 10Y | +397.4% | +517.2% | -119.8% | +114.2% |
| All | +5,775.6% | +31,319.9% | -25,544.3% | +1,115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling