+91.0%
FICO vs DD
+67.6%
+23.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +1.4% | +6.7% | -5.3% | -0.5% |
| 30D | -0.8% | +19.4% | -20.2% | -6.0% |
| 3M | -31.3% | +7.6% | -38.9% | -32.9% |
| 6M | -33.9% | +2.9% | -36.8% | -34.9% |
| YTD | -57.6% | +29.9% | -87.4% | -61.8% |
| 1Y | -59.7% | +28.6% | -88.3% | -63.6% |
| 3Y | -28.0% | +90.0% | -118.0% | -46.5% |
| 5Y | +91.0% | +68.1% | +22.8% | +42.9% |
| All | +91.0% | +67.6% | +23.4% | +42.9% |
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 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