+101.7%
FICO vs DD
+61.3%
+40.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.4% | -17.0% | -16.8% |
| 7D | -19.2% | -3.5% | -15.7% | -18.4% |
| 30D | -14.6% | -10.3% | -4.3% | -11.9% |
| 3M | -20.1% | -7.5% | -12.6% | -18.5% |
| 6M | -36.3% | -8.0% | -28.3% | -35.4% |
| YTD | -44.9% | +10.5% | -55.3% | -47.8% |
| 1Y | -38.6% | +38.3% | -76.9% | -46.5% |
| 3Y | +4.0% | +42.5% | -38.5% | -13.2% |
| All | +101.7% | +61.3% | +40.4% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling