-38.6%
FICO vs DRI
+6.9%
-45.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.6% |
| 7D | -19.2% | +0.6% | -19.8% | -19.3% |
| 30D | -14.6% | +3.8% | -18.4% | -15.6% |
| 3M | -20.1% | +13.0% | -33.1% | -22.3% |
| 6M | -36.3% | +8.3% | -44.6% | -37.6% |
| YTD | -44.9% | +20.6% | -65.5% | -47.9% |
| 1Y | -38.6% | +6.5% | -45.1% | -37.1% |
| All | -38.6% | +6.9% | -45.6% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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