+62.5%
DRAM vs FICO
-33.2%
+95.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -6.2% |
| 7D | -16.6% | +0.4% | -17.1% | -16.5% |
| 30D | -26.9% | +1.7% | -28.5% | -25.9% |
| 3M | -17.8% | -33.0% | +15.2% | -25.9% |
| 6M | +6.2% | -33.9% | +40.1% | -9.1% |
| All | +62.5% | -33.2% | +95.7% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling