-24.1%
FICO vs DD
+78.0%
-102.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -0.9% | +4.6% | -5.6% | -1.8% |
| 30D | +3.3% | +11.8% | -8.4% | +1.2% |
| 3M | -31.7% | +2.2% | -33.9% | -32.1% |
| 6M | -34.0% | -1.6% | -32.3% | -34.0% |
| YTD | -58.3% | +23.0% | -81.3% | -60.7% |
| 1Y | -57.9% | +26.9% | -84.9% | -60.7% |
| 3Y | -24.1% | +77.9% | -101.9% | -36.1% |
| All | -24.1% | +78.0% | -102.0% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling