-26.7%
DT vs FICO
+99.8%
-126.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.7% | +15.1% | +4.4% |
| 7D | -3.3% | -19.2% | +15.9% | +3.8% |
| 30D | +2.0% | -14.6% | +16.6% | +7.2% |
| 3M | +20.0% | -20.1% | +40.1% | +27.3% |
| 6M | +39.3% | -36.3% | +75.6% | +58.9% |
| YTD | +19.8% | -44.9% | +64.6% | +43.9% |
| 1Y | +4.3% | -38.6% | +42.9% | +18.2% |
| 3Y | +7.7% | +4.0% | +3.7% | -14.4% |
| All | -26.7% | +99.8% | -126.5% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling