+4.3%
RGTI vs FICO
+35.3%
-30.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.6% | -5.4% | -6.5% |
| 7D | +4.9% | +1.4% | +3.5% | +4.5% |
| 30D | -19.2% | -0.8% | -18.4% | -19.5% |
| 3M | -43.9% | -31.3% | -12.6% | -38.7% |
| 6M | -45.8% | -33.9% | -11.9% | -42.9% |
| YTD | -53.4% | -57.6% | +4.2% | -40.4% |
| 1Y | -63.5% | -59.7% | -3.8% | -52.1% |
| 3Y | +964.9% | -28.0% | +993.0% | +920.7% |
| 5Y | -2.1% | +91.0% | -93.0% | -30.3% |
| All | +4.3% | +35.3% | -30.9% | -25.7% |
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 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