-21.2%
RIG vs FICO
-24.3%
+3.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -24.5% | -0.9% | -23.6% | -24.4% |
| 30D | -2.8% | +3.3% | -6.1% | -3.4% |
| 3M | +1.6% | -31.7% | +33.3% | +4.4% |
| 6M | -15.9% | -34.0% | +18.1% | -14.3% |
| YTD | +26.9% | -58.3% | +85.2% | +38.3% |
| 1Y | +34.4% | -57.9% | +92.3% | +46.0% |
| 3Y | -21.2% | -24.1% | +2.9% | -29.0% |
| All | -21.2% | -24.3% | +3.1% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling