+2,901.0%
DELL vs FICO
+462.2%
+2,438.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -22.6% | -0.9% | -21.6% | -22.4% |
| 30D | -43.2% | +3.3% | -46.5% | -44.4% |
| 3M | -24.8% | -31.7% | +6.9% | -19.3% |
| 6M | +38.0% | -34.0% | +72.0% | +44.1% |
| YTD | +163.7% | -58.3% | +222.1% | +218.3% |
| 1Y | +122.5% | -57.9% | +180.5% | +166.5% |
| 3Y | +377.0% | -24.1% | +401.0% | +322.7% |
| 5Y | +542.6% | +85.3% | +457.3% | +266.3% |
| 10Y | +2,554.1% | +520.3% | +2,033.8% | +806.0% |
| All | +2,901.0% | +462.2% | +2,438.9% | +947.2% |
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 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