+64.2%
RGTI vs FICO
+102.0%
-37.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +5.5% | -15.4% | +20.9% | +11.6% |
| 30D | -11.9% | -10.4% | -1.5% | -9.2% |
| 3M | -27.4% | -22.7% | -4.7% | -24.0% |
| 6M | -7.1% | -36.8% | +29.7% | +5.4% |
| YTD | -28.6% | -44.8% | +16.2% | -13.6% |
| 1Y | +4.4% | -39.3% | +43.7% | +18.8% |
| 3Y | +698.5% | +3.7% | +694.8% | +570.4% |
| 5Y | +64.2% | +101.7% | -37.6% | +8.4% |
| All | +64.2% | +102.0% | -37.8% | +8.4% |
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