+46.0%
DIS vs FICO
-24.7%
+70.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.6% |
| 7D | +9.1% | +0.4% | +8.7% | +9.0% |
| 30D | +14.8% | +1.7% | +13.1% | +14.3% |
| 3M | +21.2% | -33.0% | +54.2% | +26.3% |
| 6M | +18.3% | -33.9% | +52.2% | +23.0% |
| YTD | +5.4% | -58.5% | +63.9% | +16.8% |
| 1Y | +8.3% | -56.4% | +64.6% | +19.1% |
| All | +46.0% | -24.7% | +70.7% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling