+502.1%
FICO vs DOC
+14.9%
+487.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | -0.3% | +6.2% | -6.5% | -3.1% |
| 30D | +1.7% | +6.5% | -4.8% | -1.4% |
| 3M | -35.2% | -6.2% | -29.0% | -33.4% |
| 6M | -33.7% | +25.6% | -59.2% | -41.1% |
| YTD | -58.2% | +32.1% | -90.2% | -63.9% |
| 1Y | -56.6% | +20.3% | -76.9% | -60.8% |
| 3Y | -24.0% | +42.7% | -66.7% | -38.7% |
| 5Y | +86.1% | -22.2% | +108.2% | +102.6% |
| All | +502.1% | +14.9% | +487.2% | +444.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling