+4.4%
FICO vs DOC
+20.8%
-16.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.8% | -14.9% | -16.1% |
| 7D | -19.2% | -1.5% | -17.7% | -18.7% |
| 30D | -14.6% | -4.8% | -9.8% | -13.2% |
| 3M | -20.1% | +6.9% | -27.0% | -21.2% |
| 6M | -36.3% | +20.7% | -57.1% | -39.4% |
| YTD | -44.9% | +34.1% | -79.0% | -49.3% |
| 1Y | -38.6% | +22.6% | -61.3% | -42.0% |
| All | +4.4% | +20.8% | -16.3% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling