-14.9%
DASH vs FICO
-39.1%
+24.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -16.7% | +12.1% | -1.4% |
| 7D | -10.6% | -19.2% | +8.6% | -7.0% |
| 30D | +2.2% | -14.6% | +16.7% | +4.9% |
| 3M | +32.3% | -20.1% | +52.4% | +36.0% |
| 6M | +19.1% | -36.3% | +55.4% | +25.4% |
| YTD | -6.5% | -44.9% | +38.3% | -2.4% |
| 1Y | -14.9% | -38.6% | +23.7% | -11.3% |
| All | -14.9% | -39.1% | +24.2% | -11.3% |
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