-28.0%
DIS vs FICO
+81.8%
-109.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.8% |
| 7D | +9.1% | +0.4% | +8.7% | +9.0% |
| 30D | +14.8% | +1.7% | +13.1% | +14.0% |
| 3M | +21.2% | -33.0% | +54.2% | +28.7% |
| 6M | +18.3% | -33.9% | +52.2% | +24.8% |
| YTD | +5.4% | -58.5% | +63.9% | +22.7% |
| 1Y | +8.3% | -56.4% | +64.6% | +24.3% |
| 3Y | +44.2% | -24.7% | +68.9% | +31.9% |
| 5Y | -28.0% | +83.1% | -111.1% | -53.2% |
| All | -28.0% | +81.8% | -109.7% | -53.2% |
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