-99.9%
DFNS vs FICO
+99.8%
-199.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -16.7% | +17.3% | -3.6% |
| 7D | -16.0% | -19.2% | +3.2% | -20.3% |
| 30D | -77.7% | -14.6% | -63.1% | -78.4% |
| 3M | -77.2% | -20.1% | -57.1% | -78.0% |
| 6M | -95.2% | -36.3% | -58.9% | -95.7% |
| YTD | -98.0% | -44.9% | -53.1% | -98.3% |
| 1Y | -98.3% | -38.6% | -59.6% | -98.5% |
| 3Y | -99.9% | +4.0% | -103.9% | -99.9% |
| All | -99.9% | +99.8% | -199.7% | -99.9% |
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