-50.3%
DOCS vs FICO
+86.3%
-136.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -16.7% | +13.9% | +4.3% |
| 7D | -1.4% | -19.2% | +17.8% | +7.1% |
| 30D | +21.8% | -14.6% | +36.4% | +29.3% |
| 3M | +27.3% | -20.1% | +47.4% | +36.7% |
| 6M | -0.3% | -36.3% | +36.0% | +16.2% |
| YTD | -40.5% | -44.9% | +4.4% | -26.2% |
| 1Y | -61.5% | -38.6% | -22.9% | -56.0% |
| 3Y | +8.2% | +4.0% | +4.2% | -13.7% |
| 5Y | -73.4% | +99.5% | -173.0% | -85.3% |
| All | -50.3% | +86.3% | -136.6% | -71.8% |
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 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