-15.3%
RIG vs FICO
-27.8%
+12.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.1% |
| 7D | +5.7% | +2.2% | +3.5% | +5.5% |
| 30D | -0.7% | +0.1% | -0.8% | -1.0% |
| 3M | -3.1% | -35.2% | +32.0% | +0.2% |
| 6M | -16.3% | -32.4% | +16.0% | -14.9% |
| YTD | +34.1% | -57.4% | +91.5% | +46.1% |
| 1Y | +38.2% | -58.5% | +96.7% | +51.0% |
| 3Y | -15.3% | -28.9% | +13.6% | -30.5% |
| All | -15.3% | -27.8% | +12.6% | -30.5% |
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