+11.1%
RDW vs FICO
-57.1%
+68.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -5.2% |
| 7D | -14.3% | +0.4% | -14.7% | -14.3% |
| 30D | -26.0% | +1.7% | -27.6% | -25.7% |
| 3M | -27.4% | -33.0% | +5.7% | -29.7% |
| 6M | -10.6% | -33.9% | +23.2% | -16.4% |
| YTD | +1.6% | -58.5% | +60.1% | +5.1% |
| 1Y | +11.1% | -56.4% | +67.4% | +9.0% |
| All | +11.1% | -57.1% | +68.2% | +9.0% |
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 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