-4.3%
DASH vs FICO
+81.8%
-86.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.2% | +11.6% | +9.5% |
| 7D | +17.2% | +0.4% | +16.8% | +16.9% |
| 30D | +3.6% | +1.7% | +1.9% | +2.3% |
| 3M | -1.9% | -33.0% | +31.2% | +9.5% |
| 6M | +15.1% | -33.9% | +48.9% | +25.9% |
| YTD | -12.3% | -58.5% | +46.2% | +16.3% |
| 1Y | -17.2% | -56.4% | +39.1% | +6.6% |
| 3Y | +114.7% | -24.7% | +139.4% | +73.4% |
| 5Y | -4.3% | +83.1% | -87.4% | -54.7% |
| All | -4.3% | +81.8% | -86.1% | -54.7% |
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