+19,945.0%
FICO vs DAR
+1,762.6%
+18,182.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.6% |
| 7D | -19.2% | +1.4% | -20.5% | -19.3% |
| 30D | -14.6% | +12.8% | -27.4% | -15.5% |
| 3M | -20.1% | +7.4% | -27.5% | -20.7% |
| 6M | -36.3% | +22.3% | -58.6% | -37.6% |
| YTD | -44.9% | +81.1% | -125.9% | -47.7% |
| 1Y | -38.6% | +106.5% | -145.1% | -42.5% |
| 3Y | +4.0% | +5.3% | -1.3% | +1.6% |
| 5Y | +99.5% | -11.5% | +111.1% | +96.5% |
| 10Y | +604.7% | +353.3% | +251.3% | +514.7% |
| All | +19,945.0% | +1,762.6% | +18,182.5% | +18,785.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling