-99.6%
DFNS vs FICO
-57.1%
-42.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -3.2% | -15.1% | -18.2% |
| 7D | -27.7% | +0.4% | -28.1% | -27.6% |
| 30D | -58.0% | +1.7% | -59.6% | -57.8% |
| 3M | -94.0% | -33.0% | -60.9% | -94.0% |
| 6M | -94.6% | -33.9% | -60.7% | -95.0% |
| YTD | -99.4% | -58.5% | -40.9% | -99.5% |
| 1Y | -99.6% | -56.4% | -43.3% | -99.6% |
| All | -99.6% | -57.1% | -42.5% | -99.6% |
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 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