-23.8%
FICO vs DG
+23.1%
-46.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.2% |
| 7D | -0.3% | +6.1% | -6.3% | -1.0% |
| 30D | +1.7% | +11.9% | -10.2% | +0.6% |
| 3M | -35.2% | +9.3% | -44.4% | -35.9% |
| 6M | -33.7% | +19.1% | -52.8% | -34.9% |
| YTD | -58.2% | +5.9% | -64.1% | -58.9% |
| 1Y | -56.6% | +39.8% | -96.4% | -57.2% |
| All | -23.8% | +23.1% | -46.8% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling