+319.1%
DELL vs FICO
-39.1%
+358.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.7% | +18.2% | -0.3% |
| 7D | +14.9% | -19.2% | +34.1% | +12.5% |
| 30D | +13.3% | -14.6% | +27.9% | +11.7% |
| 3M | +24.4% | -20.1% | +44.5% | +20.6% |
| 6M | +258.0% | -36.3% | +294.3% | +247.5% |
| YTD | +320.2% | -44.9% | +365.0% | +297.3% |
| 1Y | +319.1% | -38.6% | +357.7% | +295.7% |
| All | +319.1% | -39.1% | +358.1% | +295.7% |
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