-2.8%
RGTI vs FICO
+35.8%
-38.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.0% |
| 7D | -18.1% | +2.2% | -20.3% | -18.6% |
| 30D | -17.6% | +0.1% | -17.7% | -18.2% |
| 3M | -48.3% | -35.2% | -13.2% | -42.1% |
| 6M | -47.8% | -32.4% | -15.4% | -45.5% |
| YTD | -56.6% | -57.4% | +0.8% | -44.5% |
| 1Y | -61.8% | -58.5% | -3.3% | -50.7% |
| 3Y | +807.5% | -28.9% | +836.4% | +774.5% |
| 5Y | -8.8% | +91.7% | -100.5% | -35.2% |
| All | -2.8% | +35.8% | -38.6% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling