-100.0%
DFNS vs FICO
+68.9%
-168.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -12.3% |
| 7D | -44.0% | -0.9% | -43.1% | -44.1% |
| 30D | -69.1% | +3.3% | -72.5% | -68.8% |
| 3M | -95.6% | -31.7% | -63.9% | -95.9% |
| 6M | -96.2% | -34.0% | -62.2% | -96.4% |
| YTD | -99.6% | -58.3% | -41.3% | -99.7% |
| 1Y | -99.7% | -57.9% | -41.8% | -99.8% |
| 3Y | -100.0% | -24.1% | -75.9% | -100.0% |
| 5Y | -100.0% | +85.3% | -185.3% | -100.0% |
| All | -100.0% | +68.9% | -168.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling