-56.4%
FICO vs DD
+49.3%
-105.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.2% |
| 7D | +0.4% | +8.7% | -8.3% | +0.2% |
| 30D | +1.7% | +15.3% | -13.7% | +1.4% |
| 3M | -33.0% | +5.9% | -39.0% | -33.3% |
| 6M | -33.9% | +11.6% | -45.4% | -34.5% |
| YTD | -58.5% | +26.5% | -85.1% | -61.0% |
| 1Y | -56.4% | +35.4% | -91.8% | -59.8% |
| All | -56.4% | +49.3% | -105.7% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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