-26.4%
RDW vs FICO
+91.4%
-117.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | +7.2% | +2.2% | +5.0% | +6.7% |
| 30D | -10.3% | +0.1% | -10.4% | -10.8% |
| 3M | -41.4% | -35.2% | -6.3% | -35.9% |
| 6M | -32.5% | -32.4% | -0.2% | -30.5% |
| YTD | +1.7% | -57.4% | +59.1% | +24.5% |
| 1Y | +39.0% | -58.5% | +97.6% | +72.0% |
| 3Y | +214.2% | -28.9% | +243.1% | +204.3% |
| All | -26.4% | +91.4% | -117.8% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling