+153.0%
DASH vs FICO
+4.8%
+148.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -16.7% | +12.1% | -0.3% |
| 7D | -10.6% | -19.2% | +8.6% | -5.7% |
| 30D | +2.2% | -14.6% | +16.7% | +5.9% |
| 3M | +32.3% | -20.1% | +52.4% | +37.8% |
| 6M | +19.1% | -36.3% | +55.4% | +31.0% |
| YTD | -6.5% | -44.9% | +38.3% | +6.4% |
| 1Y | -14.9% | -38.6% | +23.7% | -7.6% |
| All | +153.0% | +4.8% | +148.2% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling