+3,551.7%
DLR vs FICO
+2,265.0%
+1,286.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.6% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | +2.8% | +1.7% | +1.1% | +1.1% |
| 3M | -4.0% | -33.0% | +29.1% | +4.9% |
| 6M | -5.6% | -33.9% | +28.3% | +1.1% |
| YTD | +21.9% | -58.5% | +80.5% | +50.4% |
| 1Y | +13.0% | -56.4% | +69.4% | +36.4% |
| 3Y | +52.2% | -24.7% | +76.9% | +40.3% |
| 5Y | +40.3% | +83.1% | -42.8% | -12.1% |
| 10Y | +186.1% | +517.2% | -331.1% | -3.9% |
| All | +3,551.7% | +2,265.0% | +1,286.6% | +334.0% |
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