-34.0%
FICO vs DG
+15.9%
-49.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.9% |
| 7D | -0.9% | +1.1% | -2.0% | -1.9% |
| 30D | +3.3% | +9.5% | -6.2% | -1.3% |
| 3M | -31.7% | +5.5% | -37.2% | -34.2% |
| 6M | -34.0% | +16.1% | -50.1% | -39.0% |
| All | -34.0% | +15.9% | -49.9% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling