+545.7%
FICO vs DG
+119.6%
+426.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +0.9% | +5.2% | -4.3% | -0.5% |
| 30D | +9.4% | +7.9% | +1.5% | +7.4% |
| 3M | -30.4% | +12.7% | -43.1% | -32.5% |
| 6M | -35.1% | +22.4% | -57.5% | -38.2% |
| YTD | -56.8% | +5.4% | -62.2% | -57.7% |
| 1Y | -58.4% | +39.4% | -97.8% | -61.6% |
| 3Y | -26.7% | +24.1% | -50.8% | -33.8% |
| 5Y | +88.0% | -32.2% | +120.2% | +105.6% |
| 10Y | +545.7% | +111.8% | +433.9% | +394.1% |
| All | +545.7% | +119.6% | +426.2% | +394.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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