+10,658.6%
FICO vs DRI
+8,061.0%
+2,597.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -0.3% | +3.7% | -4.0% | -1.5% |
| 30D | +1.7% | +13.5% | -11.8% | -2.3% |
| 3M | -35.2% | +10.4% | -45.6% | -37.3% |
| 6M | -33.7% | +19.5% | -53.1% | -37.4% |
| YTD | -58.2% | +28.2% | -86.4% | -61.6% |
| 1Y | -56.6% | +31.0% | -87.6% | -60.4% |
| 3Y | -24.0% | +67.1% | -91.0% | -36.7% |
| 5Y | +86.1% | +74.7% | +11.4% | +51.6% |
| 10Y | +522.8% | +376.2% | +146.7% | +249.9% |
| All | +10,658.6% | +8,061.0% | +2,597.6% | +3,711.6% |
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