+633.1%
DELL vs FICO
+88.0%
+545.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.2% | +12.0% | +11.8% |
| 7D | +0.4% | +4.0% | -3.6% | -0.2% |
| 30D | -35.1% | -1.5% | -33.6% | -35.3% |
| 3M | -15.1% | -29.8% | +14.7% | -11.7% |
| 6M | +51.7% | -33.3% | +85.0% | +54.8% |
| YTD | +200.0% | -56.9% | +256.9% | +239.3% |
| 1Y | +172.1% | -59.5% | +231.6% | +212.5% |
| 3Y | +431.2% | -26.9% | +458.1% | +385.7% |
| 5Y | +633.1% | +92.9% | +540.2% | +380.2% |
| All | +633.1% | +88.0% | +545.1% | +380.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling