-38.6%
FICO vs DTE
+3.0%
-41.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.7% |
| 7D | -19.2% | +0.2% | -19.3% | -19.2% |
| 30D | -14.6% | -2.6% | -12.0% | -14.6% |
| 3M | -20.1% | -3.9% | -16.2% | -19.5% |
| 6M | -36.3% | -7.9% | -28.4% | -36.0% |
| YTD | -44.9% | +7.2% | -52.0% | -44.4% |
| 1Y | -38.6% | +3.1% | -41.7% | -34.3% |
| All | -38.6% | +3.0% | -41.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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