+78,963.7%
FICO vs DD
+1,069.5%
+77,894.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.8% | +2.2% |
| 7D | -0.3% | +3.1% | -3.3% | -1.5% |
| 30D | +1.7% | +8.7% | -7.0% | -1.3% |
| 3M | -35.2% | -1.2% | -34.0% | -35.1% |
| 6M | -33.7% | -1.1% | -32.6% | -34.1% |
| YTD | -58.2% | +21.7% | -79.8% | -61.7% |
| 1Y | -56.6% | +24.0% | -80.6% | -60.6% |
| 3Y | -24.0% | +75.6% | -99.6% | -40.7% |
| 5Y | +86.1% | +58.2% | +27.9% | +48.6% |
| 10Y | +522.8% | +88.0% | +434.8% | +340.8% |
| All | +78,963.7% | +1,069.5% | +77,894.1% | +32,480.9% |
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 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