+19.7%
RGTI vs FICO
+81.4%
-61.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.7% | +7.7% | +9.6% |
| 7D | +21.6% | -0.1% | +21.7% | +21.6% |
| 30D | -7.5% | +8.4% | -15.9% | -11.0% |
| 3M | -27.6% | -30.5% | +2.9% | -21.0% |
| 6M | -31.5% | -35.7% | +4.3% | -26.7% |
| YTD | -41.4% | -57.2% | +15.8% | -24.7% |
| 1Y | -61.6% | -58.4% | -3.2% | -49.9% |
| 3Y | +1,136.2% | -24.8% | +1,161.0% | +1,030.7% |
| 5Y | +19.7% | +79.3% | -59.5% | -18.7% |
| All | +19.7% | +81.4% | -61.7% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling