-7.6%
RGTI vs FICO
-36.4%
+28.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.3% | -9.0% | -3.9% |
| 7D | +2.5% | -10.6% | +13.1% | +3.2% |
| 30D | -13.7% | -6.3% | -7.3% | -13.3% |
| 3M | -22.6% | -19.7% | -2.9% | -23.1% |
| 6M | -13.4% | -31.8% | +18.4% | -7.4% |
| YTD | -31.2% | -41.8% | +10.6% | -21.3% |
| 1Y | -7.6% | -36.4% | +28.8% | +1.3% |
| All | -7.6% | -36.4% | +28.7% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling