+164.6%
DOCN vs FICO
+96.7%
+68.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -16.7% | +19.5% | +10.0% |
| 7D | +1.1% | -19.2% | +20.3% | +9.6% |
| 30D | -9.6% | -14.6% | +5.0% | -5.0% |
| 3M | -37.7% | -20.1% | -17.6% | -36.0% |
| 6M | +115.2% | -36.3% | +151.5% | +142.7% |
| YTD | +133.7% | -44.9% | +178.6% | +184.0% |
| 1Y | +250.2% | -38.6% | +288.8% | +289.5% |
| 3Y | +320.3% | +4.0% | +316.3% | +188.1% |
| 5Y | +53.1% | +99.5% | -46.4% | -37.7% |
| All | +164.6% | +96.7% | +68.0% | +3.4% |
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