+603.9%
FICO vs DD
+70.2%
+533.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.4% | -17.0% | -16.8% |
| 7D | -19.2% | -3.5% | -15.7% | -18.1% |
| 30D | -14.6% | -10.3% | -4.3% | -11.0% |
| 3M | -20.1% | -7.5% | -12.6% | -18.0% |
| 6M | -36.3% | -8.0% | -28.3% | -35.2% |
| YTD | -44.9% | +10.5% | -55.3% | -48.3% |
| 1Y | -38.6% | +38.3% | -76.9% | -48.0% |
| 3Y | +4.0% | +42.5% | -38.5% | -16.2% |
| 5Y | +99.5% | +60.2% | +39.4% | +48.5% |
| All | +603.9% | +70.2% | +533.7% | +303.5% |
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