+332.0%
FICO vs DBX
+19.5%
+312.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.9% |
| 7D | -0.9% | -4.4% | +3.4% | +0.8% |
| 30D | +3.3% | +4.8% | -1.4% | +1.3% |
| 3M | -31.7% | +0.3% | -32.1% | -32.1% |
| 6M | -34.0% | +40.4% | -74.3% | -43.0% |
| YTD | -58.3% | +24.7% | -83.0% | -62.2% |
| 1Y | -57.9% | +20.9% | -78.8% | -61.5% |
| 3Y | -24.1% | +34.5% | -58.6% | -35.7% |
| 5Y | +85.3% | +24.6% | +60.7% | +58.0% |
| All | +332.0% | +19.5% | +312.5% | +215.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling