+91.0%
FICO vs DG
-34.0%
+125.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | +1.4% | -2.5% | +3.9% | +1.8% |
| 30D | -0.8% | +7.7% | -8.5% | -1.8% |
| 3M | -31.3% | +13.1% | -44.4% | -32.5% |
| 6M | -33.9% | +32.0% | -66.0% | -36.3% |
| YTD | -57.6% | +3.3% | -60.9% | -58.1% |
| 1Y | -59.7% | +31.7% | -91.3% | -61.0% |
| 3Y | -28.0% | +21.7% | -49.7% | -30.7% |
| 5Y | +91.0% | -34.7% | +125.7% | +118.1% |
| All | +91.0% | -34.0% | +125.0% | +118.1% |
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