-58.8%
FICO vs DG
+40.4%
-99.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.9% |
| 7D | -0.1% | +0.7% | -0.7% | -0.6% |
| 30D | +8.4% | +7.4% | +1.0% | +5.3% |
| 3M | -30.5% | +8.5% | -39.0% | -33.1% |
| 6M | -35.7% | +21.9% | -57.6% | -40.9% |
| YTD | -57.2% | +4.9% | -62.1% | -59.7% |
| All | -58.8% | +40.4% | -99.2% | -62.9% |
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