+41.0%
DLR vs FICO
+82.4%
-41.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.1% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +2.8% | +1.7% | +1.1% | +1.9% |
| 3M | -4.0% | -33.0% | +29.1% | +1.3% |
| 6M | -5.6% | -33.9% | +28.3% | -2.0% |
| YTD | +21.9% | -58.5% | +80.5% | +41.1% |
| 1Y | +13.0% | -56.4% | +69.4% | +28.5% |
| 3Y | +52.2% | -24.7% | +76.9% | +35.5% |
| All | +41.0% | +82.4% | -41.4% | -7.9% |
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