+76.9%
FICO vs DG
-34.7%
+111.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | -0.9% | +1.1% | -2.0% | -1.2% |
| 30D | +3.3% | +9.5% | -6.2% | +2.0% |
| 3M | -31.7% | +5.5% | -37.2% | -32.3% |
| 6M | -34.0% | +16.1% | -50.1% | -35.4% |
| YTD | -58.3% | +2.7% | -61.0% | -58.8% |
| 1Y | -57.9% | +42.1% | -100.0% | -59.6% |
| 3Y | -24.1% | +19.3% | -43.3% | -26.6% |
| All | +76.9% | -34.7% | +111.6% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling