+4,549.4%
RCL vs FICO
+41,683.5%
-37,134.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.5% | +6.0% |
| 7D | -5.1% | -19.2% | +14.1% | +1.9% |
| 30D | -19.0% | -14.6% | -4.4% | -15.1% |
| 3M | -9.6% | -20.1% | +10.5% | -4.3% |
| 6M | -6.7% | -36.3% | +29.6% | +5.1% |
| YTD | -3.9% | -44.9% | +40.9% | +13.5% |
| 1Y | -25.1% | -38.6% | +13.5% | -16.1% |
| 3Y | +179.1% | +4.0% | +175.1% | +146.8% |
| 5Y | +243.3% | +99.5% | +143.8% | +131.2% |
| 10Y | +325.8% | +604.7% | -278.9% | +81.6% |
| All | +4,549.4% | +41,683.5% | -37,134.1% | +805.4% |
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