-18.8%
RIG vs FICO
-27.0%
+8.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.5% |
| 7D | -2.6% | +4.0% | -6.5% | -2.9% |
| 30D | -5.2% | -1.5% | -3.7% | -5.3% |
| 3M | -8.6% | -29.8% | +21.2% | -6.3% |
| 6M | -18.9% | -33.3% | +14.3% | -17.4% |
| YTD | +28.6% | -56.9% | +85.5% | +39.9% |
| 1Y | +25.5% | -59.5% | +85.0% | +38.1% |
| All | -18.8% | -27.0% | +8.2% | -33.5% |
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