-34.6%
DOCS vs FICO
+40.1%
-74.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.6% | +7.5% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | +21.3% | +1.7% | +19.7% | +19.4% |
| 3M | +58.4% | -33.0% | +91.4% | +77.8% |
| 6M | +39.3% | -33.9% | +73.2% | +54.2% |
| YTD | -21.7% | -58.5% | +36.8% | +4.6% |
| 1Y | -47.3% | -56.4% | +9.0% | -31.8% |
| 3Y | +58.2% | -24.7% | +82.8% | +39.9% |
| 5Y | -52.3% | +83.1% | -135.4% | -75.6% |
| All | -34.6% | +40.1% | -74.7% | -60.1% |
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