+88.0%
FICO vs DAR
-36.3%
+124.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.3% |
| 7D | +0.9% | -3.8% | +4.7% | +1.5% |
| 30D | +9.4% | -14.4% | +23.9% | +12.2% |
| 3M | -30.4% | -17.9% | -12.5% | -28.2% |
| 6M | -35.1% | -18.3% | -16.8% | -33.3% |
| YTD | -56.8% | +43.2% | -100.0% | -60.8% |
| 1Y | -58.4% | +57.7% | -116.1% | -63.1% |
| 3Y | -26.7% | +22.7% | -49.4% | -34.2% |
| 5Y | +88.0% | -34.0% | +122.0% | +94.4% |
| All | +88.0% | -36.3% | +124.4% | +94.4% |
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 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