+10,144.8%
RTX vs FICO
+78,251.7%
-68,106.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.3% |
| 30D | +7.6% | +1.7% | +6.0% | +6.9% |
| 3M | -8.6% | -33.0% | +24.4% | -4.4% |
| 6M | +15.6% | -33.9% | +49.5% | +20.3% |
| YTD | +9.4% | -58.5% | +67.9% | +21.6% |
| 1Y | +14.7% | -56.4% | +71.0% | +26.3% |
| 3Y | +154.7% | -24.7% | +179.3% | +149.2% |
| 5Y | +150.9% | +83.1% | +67.8% | +106.1% |
| 10Y | +290.8% | +517.2% | -226.4% | +166.2% |
| All | +10,144.8% | +78,251.7% | -68,106.9% | +4,622.4% |
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 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