+78,251.7%
FICO vs DOC
+2,934.4%
+75,317.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -4.5% |
| 7D | +0.4% | +8.7% | -8.3% | -3.0% |
| 30D | +1.7% | +7.6% | -6.0% | -1.5% |
| 3M | -33.0% | -5.3% | -27.8% | -31.7% |
| 6M | -33.9% | +27.6% | -61.5% | -40.7% |
| YTD | -58.5% | +32.4% | -90.9% | -63.5% |
| 1Y | -56.4% | +22.9% | -79.2% | -60.4% |
| 3Y | -24.7% | +43.1% | -67.7% | -37.0% |
| 5Y | +83.1% | -21.4% | +104.5% | +93.8% |
| 10Y | +517.2% | +16.8% | +500.4% | +438.3% |
| All | +78,251.7% | +2,934.4% | +75,317.3% | +21,061.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling