+101.7%
FICO vs DRI
+72.9%
+28.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.5% |
| 7D | -19.2% | +0.6% | -19.8% | -19.4% |
| 30D | -14.6% | +3.8% | -18.4% | -16.0% |
| 3M | -20.1% | +13.0% | -33.1% | -23.9% |
| 6M | -36.3% | +8.3% | -44.6% | -38.5% |
| YTD | -44.9% | +20.6% | -65.5% | -49.3% |
| 1Y | -38.6% | +6.5% | -45.1% | -40.8% |
| 3Y | +4.0% | +53.7% | -49.7% | -16.4% |
| All | +101.7% | +72.9% | +28.8% | +44.8% |
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 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