-16.7%
RDW vs FICO
+112.3%
-129.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.3% | -10.1% | -6.3% |
| 7D | +3.6% | -10.6% | +14.2% | +6.2% |
| 30D | -18.4% | -6.3% | -12.1% | -17.9% |
| 3M | -32.1% | -19.7% | -12.3% | -30.6% |
| 6M | +10.9% | -31.8% | +42.7% | +19.1% |
| YTD | +40.8% | -41.8% | +82.6% | +61.4% |
| 1Y | +31.1% | -36.4% | +67.6% | +44.3% |
| 3Y | +245.2% | +9.3% | +235.9% | +199.2% |
| 5Y | -16.7% | +113.0% | -129.7% | -31.2% |
| All | -16.7% | +112.3% | -129.0% | -31.2% |
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