+687.6%
RGTI vs FICO
+3.0%
+684.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +5.5% |
| 7D | -2.5% | -19.2% | +16.7% | +3.8% |
| 30D | -9.4% | -14.6% | +5.2% | -5.6% |
| 3M | -37.1% | -20.1% | -17.0% | -35.8% |
| 6M | -14.4% | -36.3% | +21.9% | -3.6% |
| YTD | -31.4% | -44.9% | +13.5% | -16.7% |
| 1Y | +0.5% | -38.6% | +39.2% | +13.1% |
| All | +687.6% | +3.0% | +684.6% | +516.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling