+1.2%
RDW vs FICO
+90.2%
-89.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.7% | +18.2% | +6.2% |
| 7D | -3.1% | -19.2% | +16.1% | +2.2% |
| 30D | -1.8% | -14.6% | +12.8% | +1.5% |
| 3M | -50.9% | -20.1% | -30.8% | -50.0% |
| 6M | +13.5% | -36.3% | +49.8% | +24.0% |
| YTD | +38.6% | -44.9% | +83.4% | +60.0% |
| 1Y | +28.3% | -38.6% | +66.9% | +41.7% |
| 3Y | +217.2% | +4.0% | +213.2% | +187.5% |
| 5Y | -14.0% | +99.5% | -113.5% | -37.1% |
| All | +1.2% | +90.2% | -89.1% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling