+47.6%
ON vs FICO
-57.1%
+104.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -2.1% |
| 7D | -5.8% | +0.4% | -6.2% | -5.8% |
| 30D | -17.1% | +1.7% | -18.8% | -16.9% |
| 3M | -11.8% | -33.0% | +21.2% | -14.7% |
| 6M | -30.2% | -33.9% | +3.7% | -34.2% |
| YTD | +31.6% | -58.5% | +90.1% | +26.5% |
| 1Y | +47.6% | -56.4% | +103.9% | +42.5% |
| All | +47.6% | -57.1% | +104.7% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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