+122.5%
DELL vs FICO
-58.2%
+180.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.6% |
| 7D | -22.6% | -0.9% | -21.6% | -22.6% |
| 30D | -43.2% | +3.3% | -46.5% | -43.0% |
| 3M | -24.8% | -31.7% | +6.9% | -26.1% |
| 6M | +38.0% | -34.0% | +72.0% | +30.1% |
| YTD | +163.7% | -58.3% | +222.1% | +158.6% |
| 1Y | +122.5% | -57.9% | +180.5% | +117.6% |
| All | +122.5% | -58.2% | +180.7% | +117.6% |
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