-56.4%
FICO vs DOC
+21.8%
-78.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -4.2% |
| 7D | +0.4% | +8.7% | -8.3% | -2.2% |
| 30D | +1.7% | +7.6% | -6.0% | -0.8% |
| 3M | -33.0% | -5.3% | -27.8% | -31.8% |
| 6M | -33.9% | +27.6% | -61.5% | -36.5% |
| YTD | -58.5% | +32.4% | -90.9% | -61.0% |
| 1Y | -56.4% | +22.9% | -79.2% | -57.3% |
| All | -56.4% | +21.8% | -78.2% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling