-56.4%
FICO vs DBX
+22.5%
-78.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -4.9% |
| 7D | +0.4% | -1.1% | +1.5% | +0.9% |
| 30D | +1.7% | +5.0% | -3.4% | -1.0% |
| 3M | -33.0% | +4.6% | -37.7% | -34.7% |
| 6M | -33.9% | +43.9% | -77.8% | -45.2% |
| YTD | -58.5% | +29.9% | -88.4% | -64.4% |
| 1Y | -56.4% | +24.6% | -81.0% | -62.2% |
| All | -56.4% | +22.5% | -78.9% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling