+545.7%
FICO vs DD
+100.9%
+444.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.5% |
| 7D | +0.9% | +2.2% | -1.4% | -0.1% |
| 30D | +9.4% | +20.7% | -11.2% | +1.6% |
| 3M | -30.4% | +11.3% | -41.7% | -33.4% |
| 6M | -35.1% | +6.0% | -41.1% | -37.2% |
| YTD | -56.8% | +31.7% | -88.5% | -62.3% |
| 1Y | -58.4% | +32.2% | -90.6% | -63.8% |
| 3Y | -26.7% | +92.7% | -119.4% | -47.9% |
| 5Y | +88.0% | +72.1% | +15.9% | +37.5% |
| 10Y | +545.7% | +99.7% | +446.1% | +268.9% |
| All | +545.7% | +100.9% | +444.8% | +268.9% |
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