+76.9%
FICO vs DAR
-41.1%
+118.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -0.9% | -9.9% | +9.0% | +0.8% |
| 30D | +3.3% | -16.4% | +19.7% | +6.4% |
| 3M | -31.7% | -17.1% | -14.7% | -29.7% |
| 6M | -34.0% | -20.5% | -13.5% | -31.8% |
| YTD | -58.3% | +39.4% | -97.7% | -62.1% |
| 1Y | -57.9% | +57.2% | -115.2% | -62.8% |
| 3Y | -24.1% | +13.9% | -37.9% | -30.5% |
| All | +76.9% | -41.1% | +118.0% | +91.6% |
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