+10,615.2%
FICO vs DRI
+7,978.2%
+2,637.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -0.9% | +2.8% | -3.7% | -1.9% |
| 30D | +3.3% | +13.3% | -9.9% | -0.7% |
| 3M | -31.7% | +8.2% | -39.9% | -33.5% |
| 6M | -34.0% | +17.5% | -51.5% | -37.4% |
| YTD | -58.3% | +26.9% | -85.2% | -61.6% |
| 1Y | -57.9% | +31.6% | -89.5% | -61.7% |
| 3Y | -24.1% | +67.0% | -91.0% | -36.8% |
| 5Y | +85.3% | +72.9% | +12.4% | +51.4% |
| 10Y | +520.3% | +371.3% | +149.0% | +249.6% |
| All | +10,615.2% | +7,978.2% | +2,637.1% | +3,708.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling