+1,156.7%
RSP vs FICO
+1,998.6%
-841.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.8% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +5.8% | +1.7% | +4.1% | +4.4% |
| 3M | +1.8% | -33.0% | +34.8% | +10.8% |
| 6M | +11.6% | -33.9% | +45.5% | +19.9% |
| YTD | +18.0% | -58.5% | +76.5% | +44.3% |
| 1Y | +21.8% | -56.4% | +78.2% | +46.2% |
| 3Y | +65.6% | -24.7% | +90.2% | +54.7% |
| 5Y | +51.6% | +83.1% | -31.5% | -1.7% |
| 10Y | +231.0% | +517.2% | -286.2% | +29.2% |
| All | +1,156.7% | +1,998.6% | -841.9% | +130.9% |
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