+33.3%
DRAM vs FICO
-32.6%
+65.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +0.9% | -18.9% | -17.7% |
| 7D | -28.5% | -0.3% | -28.2% | -28.5% |
| 30D | -37.8% | +1.7% | -39.5% | -37.0% |
| 3M | -31.1% | -35.2% | +4.1% | -39.0% |
| 6M | -20.0% | -33.7% | +13.6% | -31.4% |
| All | +33.3% | -32.6% | +65.9% | +14.4% |
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