+4.4%
FICO vs DG
+9.1%
-4.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.2% | -16.8% |
| 7D | -19.2% | +8.4% | -27.6% | -19.8% |
| 30D | -14.6% | +4.9% | -19.5% | -15.0% |
| 3M | -20.1% | +29.3% | -49.4% | -21.5% |
| 6M | -36.3% | -11.3% | -25.1% | -37.0% |
| YTD | -44.9% | +1.8% | -46.6% | -45.5% |
| 1Y | -38.6% | +25.3% | -64.0% | -39.2% |
| All | +4.4% | +9.1% | -4.7% | +6.5% |
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