-63.5%
RGTI vs FICO
-60.3%
-3.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.6% | -5.4% | -7.1% |
| 7D | +4.9% | +1.4% | +3.5% | +4.9% |
| 30D | -19.2% | -0.8% | -18.4% | -19.2% |
| 3M | -43.9% | -31.3% | -12.6% | -44.7% |
| 6M | -45.8% | -33.9% | -11.9% | -48.5% |
| YTD | -53.4% | -57.6% | +4.2% | -52.9% |
| 1Y | -63.5% | -59.7% | -3.8% | -62.1% |
| All | -63.5% | -60.3% | -3.2% | -62.1% |
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