+1,127.7%
RSP vs FICO
+2,690.9%
-1,563.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | +4.7% |
| 7D | -0.8% | -19.2% | +18.4% | +5.4% |
| 30D | -0.3% | -14.6% | +14.3% | +3.8% |
| 3M | +4.3% | -20.1% | +24.4% | +9.4% |
| 6M | +8.8% | -36.3% | +45.1% | +20.5% |
| YTD | +15.3% | -44.9% | +60.1% | +33.0% |
| 1Y | +18.3% | -38.6% | +56.9% | +29.7% |
| 3Y | +52.8% | +4.0% | +48.8% | +32.5% |
| 5Y | +51.7% | +99.5% | -47.8% | -0.3% |
| 10Y | +208.5% | +604.7% | -396.2% | +20.0% |
| All | +1,127.7% | +2,690.9% | -1,563.1% | +112.8% |
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