+22.7%
RGTI vs FICO
+37.8%
-15.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.3% | -6.7% |
| 7D | +9.6% | +0.9% | +8.7% | +9.2% |
| 30D | -13.4% | +9.4% | -22.8% | -16.9% |
| 3M | -31.2% | -30.4% | -0.8% | -25.0% |
| 6M | -35.9% | -35.1% | -0.7% | -31.7% |
| YTD | -45.1% | -56.8% | +11.6% | -30.3% |
| 1Y | -63.3% | -58.4% | -4.9% | -52.5% |
| 3Y | +1,152.6% | -26.7% | +1,179.3% | +1,092.9% |
| 5Y | +16.2% | +88.0% | -71.9% | -17.7% |
| All | +22.7% | +37.8% | -15.1% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling