-20.2%
DOCN vs FICO
+81.8%
-102.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.2% | -3.9% | -6.0% |
| 7D | -20.0% | +0.4% | -20.4% | -20.1% |
| 30D | -38.8% | +1.7% | -40.4% | -40.4% |
| 3M | -34.8% | -33.0% | -1.8% | -28.2% |
| 6M | -22.8% | -33.9% | +11.1% | -20.5% |
| YTD | +74.6% | -58.5% | +133.1% | +127.5% |
| 1Y | +116.4% | -56.4% | +172.8% | +171.7% |
| 3Y | +239.3% | -24.7% | +264.0% | +150.0% |
| 5Y | -20.2% | +83.1% | -103.3% | -70.2% |
| All | -20.2% | +81.8% | -102.0% | -70.2% |
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 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