+1,129.1%
DIA vs FICO
+10,411.4%
-9,282.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | +3.2% |
| 7D | -0.2% | -19.2% | +19.0% | +4.3% |
| 30D | -1.5% | -14.6% | +13.1% | +1.4% |
| 3M | +3.8% | -20.1% | +23.9% | +7.4% |
| 6M | +10.3% | -36.3% | +46.6% | +18.7% |
| YTD | +12.1% | -44.9% | +56.9% | +24.3% |
| 1Y | +18.6% | -38.6% | +57.3% | +27.1% |
| 3Y | +60.6% | +4.0% | +56.6% | +46.7% |
| 5Y | +64.4% | +99.5% | -35.1% | +24.1% |
| 10Y | +250.1% | +604.7% | -354.6% | +90.8% |
| All | +1,129.1% | +10,411.4% | -9,282.3% | +262.2% |
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