-41.1%
DIS vs FICO
+99.8%
-140.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.7% | +15.0% | +1.9% |
| 7D | -2.6% | -19.2% | +16.6% | +1.7% |
| 30D | +3.5% | -14.6% | +18.1% | +6.5% |
| 3M | +6.8% | -20.1% | +26.9% | +10.7% |
| 6M | +3.0% | -36.3% | +39.3% | +11.5% |
| YTD | -6.7% | -44.9% | +38.1% | +4.3% |
| 1Y | -10.1% | -38.6% | +28.5% | -3.1% |
| 3Y | +33.0% | +4.0% | +29.1% | +14.8% |
| All | -41.1% | +99.8% | -140.9% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling