+8.9%
DOCS vs FICO
+4.8%
+4.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -16.7% | +13.9% | +2.5% |
| 7D | -1.4% | -19.2% | +17.8% | +4.9% |
| 30D | +21.8% | -14.6% | +36.4% | +27.4% |
| 3M | +27.3% | -20.1% | +47.4% | +34.4% |
| 6M | -0.3% | -36.3% | +36.0% | +11.9% |
| YTD | -40.5% | -44.9% | +4.4% | -30.1% |
| 1Y | -61.5% | -38.6% | -22.9% | -57.5% |
| All | +8.9% | +4.8% | +4.1% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling