+1,660.6%
DIS vs FICO
+78,251.7%
-76,591.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.7% |
| 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% | +27.5% |
| 6M | +18.3% | -33.9% | +52.2% | +23.9% |
| YTD | +5.4% | -58.5% | +63.9% | +18.8% |
| 1Y | +8.3% | -56.4% | +64.6% | +20.8% |
| 3Y | +44.2% | -24.7% | +68.9% | +42.3% |
| 5Y | -28.0% | +83.1% | -111.1% | -40.1% |
| 10Y | +39.6% | +517.2% | -477.6% | -5.6% |
| All | +1,660.6% | +78,251.7% | -76,591.1% | +787.1% |
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 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