+84.4%
FICO vs DD
+67.2%
+17.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +2.2% | +5.0% | -2.7% | +0.7% |
| 30D | +0.1% | +19.7% | -19.6% | -5.3% |
| 3M | -35.2% | +7.2% | -42.3% | -36.6% |
| 6M | -32.4% | +1.0% | -33.4% | -32.9% |
| YTD | -57.4% | +29.1% | -86.5% | -61.7% |
| 1Y | -58.5% | +28.5% | -87.0% | -62.6% |
| 3Y | -28.9% | +89.4% | -118.3% | -47.3% |
| All | +84.4% | +67.2% | +17.1% | +38.1% |
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 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