+499.7%
FICO vs DRI
+367.2%
+132.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -0.9% | +2.8% | -3.7% | -2.2% |
| 30D | +3.3% | +13.3% | -9.9% | -1.8% |
| 3M | -31.7% | +8.2% | -39.9% | -34.0% |
| 6M | -34.0% | +17.5% | -51.5% | -38.4% |
| YTD | -58.3% | +26.9% | -85.2% | -62.6% |
| 1Y | -57.9% | +31.6% | -89.5% | -62.9% |
| 3Y | -24.1% | +67.0% | -91.0% | -40.7% |
| 5Y | +85.3% | +72.9% | +12.4% | +40.5% |
| All | +499.7% | +367.2% | +132.5% | +203.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling