+7.4%
DASH vs FICO
+99.8%
-92.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -16.7% | +12.1% | +2.3% |
| 7D | -10.6% | -19.2% | +8.6% | -2.9% |
| 30D | +2.2% | -14.6% | +16.7% | +7.9% |
| 3M | +32.3% | -20.1% | +52.4% | +40.8% |
| 6M | +19.1% | -36.3% | +55.4% | +38.3% |
| YTD | -6.5% | -44.9% | +38.3% | +15.4% |
| 1Y | -14.9% | -38.6% | +23.7% | -3.1% |
| 3Y | +151.9% | +4.0% | +148.0% | +84.1% |
| All | +7.4% | +99.8% | -92.4% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling