-58.5%
FICO vs DRI
+34.4%
-93.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | +1.1% | +1.2% | +1.9% |
| 30D | +0.1% | +9.7% | -9.6% | -2.8% |
| 3M | -35.2% | +3.2% | -38.3% | -36.6% |
| 6M | -32.4% | +20.6% | -52.9% | -35.8% |
| YTD | -57.4% | +28.3% | -85.7% | -60.7% |
| 1Y | -58.5% | +34.5% | -93.1% | -63.2% |
| All | -58.5% | +34.4% | -93.0% | -63.2% |
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