-49.6%
RIG vs FICO
+544.0%
-593.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -2.2% |
| 7D | -17.0% | -0.1% | -17.0% | -17.0% |
| 30D | -6.2% | +8.4% | -14.6% | -9.4% |
| 3M | -1.7% | -30.5% | +28.8% | +6.3% |
| 6M | -19.2% | -35.7% | +16.5% | -12.3% |
| YTD | +25.2% | -57.2% | +82.4% | +54.0% |
| 1Y | +29.9% | -58.4% | +88.3% | +61.3% |
| 3Y | -21.3% | -24.8% | +3.5% | -30.6% |
| 5Y | +40.5% | +79.3% | -38.8% | -25.3% |
| 10Y | -49.6% | +531.6% | -581.2% | -82.9% |
| All | -49.6% | +544.0% | -593.5% | -82.9% |
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