-42.7%
DT vs FICO
+84.1%
-126.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.5% | -6.9% |
| 7D | -28.3% | -0.3% | -28.1% | -28.3% |
| 30D | -28.4% | +1.7% | -30.1% | -29.5% |
| 3M | -14.1% | -35.2% | +21.1% | -4.2% |
| 6M | +13.2% | -33.7% | +46.8% | +23.1% |
| YTD | +0.8% | -58.2% | +59.0% | +28.4% |
| 1Y | -7.8% | -56.6% | +48.8% | +15.5% |
| 3Y | -8.3% | -24.0% | +15.7% | -20.5% |
| 5Y | -42.7% | +86.1% | -128.8% | -69.0% |
| All | -42.7% | +84.1% | -126.8% | -69.0% |
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