+82.1%
DT vs FICO
+96.7%
-14.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -24.7% | -0.9% | -23.8% | -24.5% |
| 30D | -27.4% | +3.3% | -30.7% | -29.4% |
| 3M | -11.1% | -31.7% | +20.6% | -0.3% |
| 6M | +13.7% | -34.0% | +47.7% | +26.7% |
| YTD | +0.2% | -58.3% | +58.6% | +37.2% |
| 1Y | -5.7% | -57.9% | +52.2% | +28.0% |
| 3Y | -8.1% | -24.1% | +15.9% | -21.1% |
| 5Y | -43.1% | +85.3% | -128.4% | -73.6% |
| All | +82.1% | +96.7% | -14.5% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling