+101.7%
FICO vs DAR
-11.0%
+112.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.5% |
| 7D | -19.2% | +1.4% | -20.5% | -19.4% |
| 30D | -14.6% | +12.8% | -27.4% | -16.6% |
| 3M | -20.1% | +7.4% | -27.5% | -21.6% |
| 6M | -36.3% | +22.3% | -58.6% | -39.4% |
| YTD | -44.9% | +81.1% | -125.9% | -52.0% |
| 1Y | -38.6% | +106.5% | -145.1% | -48.3% |
| 3Y | +4.0% | +5.3% | -1.3% | +0.5% |
| All | +101.7% | -11.0% | +112.6% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling