+78,645.2%
FICO vs DD
+1,082.4%
+77,562.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -0.9% | +4.6% | -5.6% | -2.7% |
| 30D | +3.3% | +11.8% | -8.4% | -0.7% |
| 3M | -31.7% | +2.2% | -33.9% | -32.4% |
| 6M | -34.0% | -1.6% | -32.3% | -34.2% |
| YTD | -58.3% | +23.0% | -81.3% | -62.0% |
| 1Y | -57.9% | +26.9% | -84.9% | -62.1% |
| 3Y | -24.1% | +77.9% | -101.9% | -41.0% |
| 5Y | +85.3% | +59.9% | +25.4% | +47.5% |
| 10Y | +520.3% | +90.1% | +430.2% | +337.3% |
| All | +78,645.2% | +1,082.4% | +77,562.8% | +32,226.9% |
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