+78,645.2%
FICO vs DTE
+3,497.0%
+75,148.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | +3.3% | +6.2% | -2.8% | +0.7% |
| 3M | -31.7% | -2.6% | -29.1% | -31.1% |
| 6M | -34.0% | -3.5% | -30.4% | -33.2% |
| YTD | -58.3% | +7.4% | -65.7% | -60.0% |
| 1Y | -57.9% | +4.2% | -62.1% | -59.1% |
| 3Y | -24.1% | +51.7% | -75.8% | -38.4% |
| 5Y | +85.3% | +39.7% | +45.6% | +54.3% |
| 10Y | +520.3% | +137.5% | +382.8% | +307.4% |
| All | +78,645.2% | +3,497.0% | +75,148.2% | +29,177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling