-59.5%
FICO vs DD
+30.9%
-90.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +4.0% | +3.2% | +0.7% | +3.8% |
| 30D | -1.5% | +20.3% | -21.8% | -1.7% |
| 3M | -29.8% | +8.2% | -38.0% | -30.2% |
| 6M | -33.3% | +3.4% | -36.7% | -33.4% |
| YTD | -56.9% | +30.6% | -87.5% | -59.4% |
| 1Y | -59.5% | +30.6% | -90.1% | -61.8% |
| All | -59.5% | +30.9% | -90.4% | -61.8% |
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