+541.4%
FICO vs DG
+105.2%
+436.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +0.1% | +3.2% | -3.2% | -0.7% |
| 3M | -35.2% | +10.4% | -45.6% | -36.8% |
| 6M | -32.4% | +33.2% | -65.5% | -36.7% |
| YTD | -57.4% | +3.0% | -60.4% | -58.0% |
| 1Y | -58.5% | +31.2% | -89.8% | -61.3% |
| 3Y | -28.9% | +21.8% | -50.7% | -35.6% |
| 5Y | +91.7% | -35.0% | +126.7% | +112.6% |
| All | +541.4% | +105.2% | +436.2% | +396.4% |
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