-5.7%
DT vs FICO
-57.1%
+51.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -25.5% | +0.4% | -25.9% | -25.6% |
| 30D | -22.3% | +1.7% | -24.0% | -23.2% |
| 3M | +2.3% | -33.0% | +35.4% | +10.8% |
| 6M | +20.7% | -33.9% | +54.6% | +27.5% |
| YTD | +7.9% | -58.5% | +66.5% | +27.2% |
| 1Y | -5.7% | -56.4% | +50.6% | +11.8% |
| All | -5.7% | -57.1% | +51.4% | +11.8% |
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 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