+76.9%
FICO vs DRI
+74.0%
+2.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -0.9% | +2.8% | -3.7% | -2.1% |
| 30D | +3.3% | +13.3% | -9.9% | -1.7% |
| 3M | -31.7% | +8.2% | -39.9% | -34.1% |
| 6M | -34.0% | +17.5% | -51.5% | -38.3% |
| 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% | -41.6% |
| All | +76.9% | +74.0% | +2.9% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling