+3,751.0%
FICO vs DG
+635.1%
+3,115.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.5% |
| 7D | -0.3% | +6.1% | -6.3% | -1.9% |
| 30D | +1.7% | +11.9% | -10.2% | -1.1% |
| 3M | -35.2% | +9.3% | -44.4% | -36.7% |
| 6M | -33.7% | +19.1% | -52.8% | -36.6% |
| YTD | -58.2% | +5.9% | -64.1% | -59.0% |
| 1Y | -56.6% | +39.8% | -96.4% | -60.2% |
| 3Y | -24.0% | +23.4% | -47.4% | -31.6% |
| 5Y | +86.1% | -33.3% | +119.4% | +97.5% |
| 10Y | +522.8% | +131.0% | +391.8% | +361.4% |
| All | +3,751.0% | +635.1% | +3,115.9% | +1,860.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling