-51.1%
DOCS vs FICO
+84.1%
-135.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.6% |
| 7D | -1.3% | -0.3% | -1.1% | -1.4% |
| 30D | +19.4% | +1.7% | +17.7% | +17.5% |
| 3M | +53.4% | -35.2% | +88.6% | +74.5% |
| 6M | +28.8% | -33.7% | +62.4% | +42.3% |
| YTD | -25.1% | -58.2% | +33.1% | -0.5% |
| 1Y | -48.1% | -56.6% | +8.4% | -32.8% |
| 3Y | +51.4% | -24.0% | +75.3% | +33.2% |
| 5Y | -51.1% | +86.1% | -137.2% | -74.9% |
| All | -51.1% | +84.1% | -135.2% | -74.9% |
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