+400.9%
DELL vs FICO
-19.7%
+420.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +5.2% |
| 7D | -11.8% | -0.1% | -11.8% | -11.8% |
| 30D | -40.8% | +8.4% | -49.2% | -41.5% |
| 3M | -23.6% | -30.5% | +6.9% | -21.7% |
| 6M | +33.4% | -35.7% | +69.1% | +34.4% |
| YTD | +178.0% | -57.2% | +235.2% | +205.5% |
| 1Y | +138.6% | -58.4% | +197.0% | +163.4% |
| 3Y | +400.9% | -24.8% | +425.7% | +329.1% |
| All | +400.9% | -19.7% | +420.6% | +329.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling