+4,681.2%
DELL vs FICO
+643.8%
+4,037.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.7% | +18.2% | +6.4% |
| 7D | +14.9% | -19.2% | +34.1% | +21.6% |
| 30D | +13.3% | -14.6% | +27.9% | +17.6% |
| 3M | +24.4% | -20.1% | +44.5% | +28.0% |
| 6M | +258.0% | -36.3% | +294.3% | +290.5% |
| YTD | +320.2% | -44.9% | +365.0% | +382.0% |
| 1Y | +319.1% | -38.6% | +357.7% | +349.8% |
| 3Y | +706.5% | +4.0% | +702.5% | +567.5% |
| 5Y | +1,071.9% | +99.5% | +972.4% | +599.0% |
| 10Y | +4,683.5% | +604.7% | +4,078.8% | +1,502.0% |
| All | +4,681.2% | +643.8% | +4,037.4% | +1,486.0% |
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