-50.7%
RIG vs FICO
+535.6%
-586.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -12.2% | +0.9% | -13.1% | -12.4% |
| 30D | -6.0% | +9.4% | -15.4% | -9.5% |
| 3M | -9.4% | -30.4% | +21.0% | -2.1% |
| 6M | -19.1% | -35.1% | +16.0% | -12.4% |
| YTD | +25.4% | -56.8% | +82.2% | +53.9% |
| 1Y | +23.3% | -58.4% | +81.7% | +53.2% |
| 3Y | -22.1% | -26.7% | +4.6% | -30.3% |
| 5Y | +50.1% | +88.0% | -37.9% | -22.3% |
| 10Y | -50.7% | +545.7% | -596.4% | -83.1% |
| All | -50.7% | +535.6% | -586.2% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling