+11.9%
RTX vs FICO
-55.7%
+67.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | -3.8% | -0.3% | -3.5% | -3.8% |
| 30D | +4.7% | +1.7% | +3.0% | +4.4% |
| 3M | -13.4% | -35.2% | +21.8% | -12.3% |
| 6M | +11.8% | -33.7% | +45.5% | +12.7% |
| YTD | +5.8% | -58.2% | +63.9% | +9.2% |
| 1Y | +11.9% | -56.6% | +68.5% | +14.4% |
| All | +11.9% | -55.7% | +67.7% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling