+541.4%
FICO vs DD
+97.1%
+444.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +2.2% | +5.0% | -2.7% | +0.3% |
| 30D | +0.1% | +19.7% | -19.6% | -6.8% |
| 3M | -35.2% | +7.2% | -42.3% | -37.1% |
| 6M | -32.4% | +1.0% | -33.4% | -33.2% |
| YTD | -57.4% | +29.1% | -86.5% | -62.5% |
| 1Y | -58.5% | +28.5% | -87.0% | -63.5% |
| 3Y | -28.9% | +89.4% | -118.3% | -49.1% |
| 5Y | +91.7% | +67.1% | +24.6% | +42.0% |
| All | +541.4% | +97.1% | +444.3% | +272.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling