-40.5%
RIG vs FICO
+41,040.7%
-41,081.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -16.7% | +13.9% | +1.3% |
| 7D | +0.9% | -19.2% | +20.0% | +5.9% |
| 30D | +13.8% | -14.6% | +28.4% | +17.6% |
| 3M | -6.4% | -20.1% | +13.7% | -2.9% |
| 6M | -8.2% | -36.3% | +28.2% | -0.7% |
| YTD | +41.6% | -44.9% | +86.5% | +58.1% |
| 1Y | +88.7% | -38.6% | +127.3% | +103.1% |
| 3Y | -30.9% | +4.0% | -34.8% | -37.1% |
| 5Y | +57.7% | +99.5% | -41.8% | +17.4% |
| 10Y | -39.3% | +604.7% | -643.9% | -66.2% |
| All | -40.5% | +41,040.7% | -41,081.2% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling