+538.9%
FICO vs DRI
+330.2%
+208.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | -0.8% | +10.8% | -11.6% | -4.9% |
| 3M | -31.3% | +0.9% | -32.2% | -31.7% |
| 6M | -33.9% | +16.3% | -50.3% | -38.1% |
| YTD | -57.6% | +27.8% | -85.3% | -62.1% |
| 1Y | -59.7% | +33.9% | -93.5% | -64.6% |
| 3Y | -28.0% | +67.2% | -95.2% | -43.9% |
| 5Y | +91.0% | +79.0% | +12.0% | +42.5% |
| All | +538.9% | +330.2% | +208.7% | +211.8% |
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