-46.1%
RIG vs FICO
+512.2%
-558.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -24.5% | -0.9% | -23.6% | -24.3% |
| 30D | -2.8% | +3.3% | -6.1% | -4.7% |
| 3M | +1.6% | -31.7% | +33.3% | +10.5% |
| 6M | -15.9% | -34.0% | +18.1% | -9.8% |
| YTD | +26.9% | -58.3% | +85.2% | +57.4% |
| 1Y | +34.4% | -57.9% | +92.3% | +65.6% |
| 3Y | -21.2% | -24.1% | +2.9% | -31.1% |
| 5Y | +46.4% | +85.3% | -38.9% | -24.1% |
| All | -46.1% | +512.2% | -558.4% | -82.2% |
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 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