+249.8%
RDW vs FICO
+3.3%
+246.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.6% |
| 7D | +9.5% | -15.4% | +24.9% | +13.2% |
| 30D | -17.4% | -10.4% | -7.0% | -16.0% |
| 3M | -39.5% | -22.7% | -16.8% | -38.3% |
| 6M | +31.3% | -36.8% | +68.1% | +44.4% |
| YTD | +47.8% | -44.8% | +92.6% | +72.7% |
| 1Y | +33.8% | -39.3% | +73.2% | +49.4% |
| All | +249.8% | +3.3% | +246.5% | +212.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling