+15,110.2%
FICO vs DAR
+1,348.6%
+13,761.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.2% |
| 7D | -0.3% | -8.1% | +7.8% | +0.4% |
| 30D | +1.7% | -17.1% | +18.8% | +3.2% |
| 3M | -35.2% | -12.3% | -22.9% | -34.6% |
| 6M | -33.7% | -21.8% | -11.8% | -32.6% |
| YTD | -58.2% | +40.8% | -99.0% | -59.6% |
| 1Y | -56.6% | +57.4% | -113.9% | -58.4% |
| 3Y | -24.0% | +12.1% | -36.1% | -26.0% |
| 5Y | +86.1% | -40.2% | +126.3% | +88.9% |
| 10Y | +522.8% | +280.1% | +242.7% | +451.6% |
| All | +15,110.2% | +1,348.6% | +13,761.6% | +14,511.4% |
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 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