+85.5%
DT vs FICO
+103.5%
-18.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -5.4% | +4.0% | -9.4% | -7.0% |
| 30D | -32.2% | -1.5% | -30.7% | -32.4% |
| 3M | -10.9% | -29.8% | +18.9% | -1.2% |
| 6M | +10.0% | -33.3% | +43.2% | +22.2% |
| YTD | +2.1% | -56.9% | +59.0% | +37.7% |
| 1Y | -5.5% | -59.5% | +53.9% | +31.0% |
| 3Y | -12.4% | -26.9% | +14.5% | -22.5% |
| 5Y | -39.7% | +92.9% | -132.6% | -72.5% |
| All | +85.5% | +103.5% | -18.0% | -12.9% |
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 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