+160.5%
DLR vs FICO
+605.7%
-445.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +4.3% |
| 7D | +1.6% | -19.2% | +20.8% | +6.4% |
| 30D | -3.4% | -14.6% | +11.2% | -0.4% |
| 3M | +0.5% | -20.1% | +20.6% | +3.9% |
| 6M | +4.6% | -36.3% | +40.9% | +13.2% |
| YTD | +23.4% | -44.9% | +68.3% | +38.5% |
| 1Y | +19.0% | -38.6% | +57.7% | +28.1% |
| 3Y | +56.5% | +4.0% | +52.5% | +37.2% |
| 5Y | +33.3% | +99.5% | -66.2% | -7.1% |
| All | +160.5% | +605.7% | -445.3% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling