+1,086.5%
DIA vs FICO
+7,876.1%
-6,789.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.7% |
| 7D | -1.6% | -0.3% | -1.4% | -1.6% |
| 30D | 0.0% | +1.7% | -1.8% | -1.0% |
| 3M | -4.9% | -35.2% | +30.3% | +2.0% |
| 6M | +5.0% | -33.7% | +38.7% | +10.7% |
| YTD | +8.2% | -58.2% | +66.4% | +25.1% |
| 1Y | +10.3% | -56.6% | +66.9% | +26.2% |
| 3Y | +58.4% | -24.0% | +82.3% | +52.4% |
| 5Y | +54.3% | +86.1% | -31.7% | +15.4% |
| 10Y | +248.6% | +522.8% | -274.2% | +91.6% |
| All | +1,086.5% | +7,876.1% | -6,789.6% | +264.3% |
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 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