-59.5%
FICO vs DG
+39.7%
-99.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +4.0% | -3.0% | +6.9% | +5.1% |
| 30D | -1.5% | +8.6% | -10.1% | -4.7% |
| 3M | -29.8% | +15.0% | -44.8% | -33.8% |
| 6M | -33.3% | +32.7% | -65.9% | -40.1% |
| YTD | -56.9% | +5.5% | -62.4% | -59.5% |
| 1Y | -59.5% | +34.6% | -94.1% | -63.3% |
| All | -59.5% | +39.7% | -99.1% | -63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling