+18.6%
DIA vs FICO
-39.1%
+57.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | +0.1% |
| 7D | -0.2% | -19.2% | +19.0% | +0.6% |
| 30D | -1.5% | -14.6% | +13.1% | -1.0% |
| 3M | +3.8% | -20.1% | +23.9% | +4.2% |
| 6M | +10.3% | -36.3% | +46.6% | +12.1% |
| YTD | +12.1% | -44.9% | +56.9% | +14.8% |
| 1Y | +18.6% | -38.6% | +57.3% | +21.3% |
| All | +18.6% | -39.1% | +57.7% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling