-100.0%
DFNS vs FICO
-24.0%
-76.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +0.9% | -20.6% | -19.4% |
| 7D | -37.4% | -0.3% | -37.2% | -37.5% |
| 30D | -65.8% | +1.7% | -67.5% | -65.4% |
| 3M | -95.0% | -35.2% | -59.8% | -95.7% |
| 6M | -95.8% | -33.7% | -62.2% | -96.3% |
| YTD | -99.5% | -58.2% | -41.4% | -99.7% |
| 1Y | -99.7% | -56.6% | -43.2% | -99.8% |
| All | -100.0% | -24.0% | -76.0% | -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 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