-56.6%
FICO vs D
+22.0%
-78.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.3% | +6.9% | -7.2% | -2.1% |
| 30D | +1.7% | +12.3% | -10.6% | -1.7% |
| 3M | -35.2% | +3.0% | -38.2% | -36.1% |
| 6M | -33.7% | +12.8% | -46.4% | -36.2% |
| YTD | -58.2% | +22.6% | -80.7% | -60.3% |
| 1Y | -56.6% | +21.7% | -78.2% | -58.7% |
| All | -56.6% | +22.0% | -78.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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