-22.9%
RDW vs FICO
+46.4%
-69.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.0% |
| 7D | +29.7% | +1.4% | +28.3% | +29.4% |
| 30D | -12.3% | -0.8% | -11.6% | -12.6% |
| 3M | -40.5% | -31.3% | -9.2% | -36.3% |
| 6M | -30.5% | -33.9% | +3.4% | -27.8% |
| YTD | +5.7% | -57.6% | +63.2% | +27.7% |
| 1Y | +34.5% | -59.7% | +94.2% | +66.0% |
| 3Y | +229.1% | -28.0% | +257.1% | +225.1% |
| 5Y | -28.6% | +91.0% | -119.6% | -46.9% |
| All | -22.9% | +46.4% | -69.2% | -40.9% |
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