+104,095.6%
FICO vs DTE
+3,490.8%
+100,604.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.4% |
| 7D | -19.2% | +0.2% | -19.3% | -19.2% |
| 30D | -14.6% | -2.6% | -12.0% | -13.7% |
| 3M | -20.1% | -3.9% | -16.2% | -18.8% |
| 6M | -36.3% | -7.9% | -28.4% | -34.3% |
| YTD | -44.9% | +7.2% | -52.0% | -46.9% |
| 1Y | -38.6% | +3.1% | -41.7% | -39.9% |
| 3Y | +4.0% | +47.6% | -43.6% | -14.6% |
| 5Y | +99.5% | +32.7% | +66.8% | +70.3% |
| 10Y | +604.7% | +138.8% | +465.9% | +362.7% |
| All | +104,095.6% | +3,490.8% | +100,604.8% | +38,739.7% |
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