-50.0%
RIG vs FICO
+524.6%
-574.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +4.3% | +1.4% | +2.9% | +3.8% |
| 30D | -5.8% | -0.8% | -5.1% | -6.3% |
| 3M | -6.7% | -31.3% | +24.6% | +1.3% |
| 6M | -18.7% | -33.9% | +15.3% | -12.6% |
| YTD | +28.8% | -57.6% | +86.4% | +59.0% |
| 1Y | +28.8% | -59.7% | +88.5% | +61.8% |
| 3Y | -20.0% | -28.0% | +8.0% | -28.1% |
| 5Y | +56.0% | +91.0% | -34.9% | -20.5% |
| All | -50.0% | +524.6% | -574.5% | -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