+539.5%
FICO vs DAR
+290.1%
+249.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.7% |
| 7D | +4.0% | +3.6% | +0.4% | +2.9% |
| 30D | -1.5% | -11.3% | +9.8% | +1.4% |
| 3M | -29.8% | -13.1% | -16.7% | -27.4% |
| 6M | -33.3% | -15.1% | -18.2% | -31.1% |
| YTD | -56.9% | +50.5% | -107.4% | -63.0% |
| 1Y | -59.5% | +57.9% | -117.4% | -65.8% |
| 3Y | -26.9% | +28.9% | -55.8% | -37.9% |
| 5Y | +92.9% | -31.4% | +124.4% | +97.0% |
| 10Y | +539.5% | +301.0% | +238.5% | +192.3% |
| All | +539.5% | +290.1% | +249.4% | +192.3% |
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