+84.4%
FICO vs DBX
+24.0%
+60.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | -3.3% | +5.5% | +3.6% |
| 30D | +0.1% | -5.9% | +5.9% | +2.6% |
| 3M | -35.2% | -6.7% | -28.5% | -33.5% |
| 6M | -32.4% | +28.0% | -60.3% | -40.1% |
| YTD | -57.4% | +20.6% | -78.0% | -61.5% |
| 1Y | -58.5% | +10.3% | -68.8% | -61.1% |
| 3Y | -28.9% | +24.0% | -52.9% | -40.5% |
| All | +84.4% | +24.0% | +60.4% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling