+32.1%
RDW vs FICO
-37.5%
+69.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.7% |
| 7D | +4.8% | -14.1% | +19.0% | +5.4% |
| 30D | -19.5% | -7.5% | -12.1% | -19.4% |
| 3M | -26.9% | -21.3% | -5.6% | -27.4% |
| 6M | +17.8% | -25.2% | +43.0% | +19.7% |
| YTD | +43.0% | -43.2% | +86.2% | +68.7% |
| 1Y | +32.1% | -37.2% | +69.3% | +43.8% |
| All | +32.1% | -37.5% | +69.6% | +43.8% |
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