-23.8%
FICO vs DAR
+13.0%
-36.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.1% |
| 7D | -0.3% | -8.1% | +7.8% | +0.4% |
| 30D | +1.7% | -17.1% | +18.8% | +3.1% |
| 3M | -35.2% | -12.3% | -22.9% | -34.7% |
| 6M | -33.7% | -21.8% | -11.8% | -32.5% |
| YTD | -58.2% | +40.8% | -99.0% | -60.8% |
| 1Y | -56.6% | +57.4% | -113.9% | -60.0% |
| All | -23.8% | +13.0% | -36.7% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling