-34.0%
FICO vs DBX
+38.5%
-72.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.9% |
| 7D | -0.9% | -4.4% | +3.4% | +0.9% |
| 30D | +3.3% | +4.8% | -1.4% | +1.2% |
| 3M | -31.7% | +0.3% | -32.1% | -31.7% |
| 6M | -34.0% | +40.4% | -74.3% | -39.8% |
| All | -34.0% | +38.5% | -72.4% | -39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling