-36.3%
FICO vs DD
-9.3%
-27.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.4% | -17.0% | -16.6% |
| 7D | -19.2% | -3.5% | -15.7% | -19.6% |
| 30D | -14.6% | -10.3% | -4.3% | -16.1% |
| 3M | -20.1% | -7.5% | -12.6% | -20.6% |
| 6M | -36.3% | -8.0% | -28.3% | -38.0% |
| All | -36.3% | -9.3% | -27.0% | -38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling