+2,794.9%
DELL vs FICO
+464.4%
+2,330.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +0.9% | -15.8% | -15.1% |
| 7D | -33.4% | -0.3% | -33.1% | -33.3% |
| 30D | -44.7% | +1.7% | -46.4% | -45.7% |
| 3M | -31.4% | -35.2% | +3.8% | -25.2% |
| 6M | +46.9% | -33.7% | +80.6% | +53.2% |
| YTD | +154.4% | -58.2% | +212.6% | +206.7% |
| 1Y | +110.1% | -56.6% | +166.7% | +148.7% |
| 3Y | +376.4% | -24.0% | +400.3% | +322.2% |
| 5Y | +519.8% | +86.1% | +433.8% | +253.0% |
| 10Y | +2,460.3% | +522.8% | +1,937.5% | +773.1% |
| All | +2,794.9% | +464.4% | +2,330.5% | +909.1% |
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 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