+3,350.0%
DLR vs FICO
+2,286.5%
+1,063.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.8% |
| 7D | -4.5% | -0.3% | -4.3% | -4.5% |
| 30D | -5.4% | +1.7% | -7.1% | -7.0% |
| 3M | -9.8% | -35.2% | +25.4% | -0.3% |
| 6M | -10.0% | -33.7% | +23.7% | -3.7% |
| YTD | +15.2% | -58.2% | +73.4% | +41.7% |
| 1Y | +7.9% | -56.6% | +64.5% | +30.5% |
| 3Y | +43.8% | -24.0% | +67.8% | +32.1% |
| 5Y | +33.2% | +86.1% | -52.9% | -17.1% |
| 10Y | +170.3% | +522.8% | -352.5% | -9.5% |
| All | +3,350.0% | +2,286.5% | +1,063.5% | +308.8% |
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