-28.6%
RIG vs FICO
+4.8%
-33.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -16.7% | +13.9% | -0.9% |
| 7D | +0.9% | -19.2% | +20.0% | +3.2% |
| 30D | +13.8% | -14.6% | +28.4% | +15.6% |
| 3M | -6.4% | -20.1% | +13.7% | -5.1% |
| 6M | -8.2% | -36.3% | +28.2% | -4.1% |
| YTD | +41.6% | -44.9% | +86.5% | +51.7% |
| 1Y | +88.7% | -38.6% | +127.3% | +96.5% |
| All | -28.6% | +4.8% | -33.4% | -33.1% |
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