+499.7%
FICO vs DAR
+268.8%
+230.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -0.9% | -9.9% | +9.0% | +1.9% |
| 30D | +3.3% | -16.4% | +19.7% | +8.3% |
| 3M | -31.7% | -17.1% | -14.7% | -28.5% |
| 6M | -34.0% | -20.5% | -13.5% | -30.6% |
| YTD | -58.3% | +39.4% | -97.7% | -63.4% |
| 1Y | -57.9% | +57.2% | -115.2% | -64.5% |
| 3Y | -24.1% | +13.9% | -37.9% | -33.0% |
| 5Y | +85.3% | -40.8% | +126.1% | +98.9% |
| All | +499.7% | +268.8% | +230.9% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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