+10,266.7%
RTX vs FICO
+104,095.6%
-93,828.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +2.0% |
| 7D | -5.2% | -19.2% | +14.0% | -2.1% |
| 30D | -9.4% | -14.6% | +5.2% | -7.5% |
| 3M | +12.3% | -20.1% | +32.4% | +15.2% |
| 6M | -3.1% | -36.3% | +33.2% | +2.3% |
| YTD | +10.7% | -44.9% | +55.5% | +19.2% |
| 1Y | +28.4% | -38.6% | +67.0% | +35.0% |
| 3Y | +147.1% | +4.0% | +143.1% | +132.2% |
| 5Y | +167.2% | +99.5% | +67.7% | +119.9% |
| 10Y | +274.7% | +604.7% | -330.0% | +152.5% |
| All | +10,266.7% | +104,095.6% | -93,828.9% | +4,530.1% |
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