+104,095.6%
FICO vs DD
+961.9%
+103,133.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.4% | -17.0% | -16.8% |
| 7D | -19.2% | -3.5% | -15.7% | -18.2% |
| 30D | -14.6% | -10.3% | -4.3% | -11.4% |
| 3M | -20.1% | -7.5% | -12.6% | -18.3% |
| 6M | -36.3% | -8.0% | -28.3% | -35.4% |
| YTD | -44.9% | +10.5% | -55.3% | -47.7% |
| 1Y | -38.6% | +38.3% | -76.9% | -46.4% |
| 3Y | +4.0% | +42.5% | -38.5% | -12.7% |
| 5Y | +99.5% | +60.2% | +39.4% | +58.3% |
| 10Y | +604.7% | +68.9% | +535.8% | +418.3% |
| All | +104,095.6% | +961.9% | +103,133.7% | +44,374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling