+13.3%
RTX vs FICO
-60.3%
+73.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | +3.4% | +1.4% | +2.0% | +3.3% |
| 30D | +8.4% | -0.8% | +9.2% | +8.2% |
| 3M | -10.7% | -31.3% | +20.6% | -9.8% |
| 6M | +11.7% | -33.9% | +45.7% | +12.7% |
| YTD | +9.3% | -57.6% | +66.9% | +12.0% |
| 1Y | +13.3% | -59.7% | +72.9% | +16.5% |
| All | +13.3% | -60.3% | +73.6% | +16.5% |
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 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