+3,867.8%
FICO vs DG
+632.1%
+3,235.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +4.0% | -3.0% | +6.9% | +4.7% |
| 30D | -1.5% | +8.6% | -10.1% | -3.5% |
| 3M | -29.8% | +15.0% | -44.8% | -32.3% |
| 6M | -33.3% | +32.7% | -65.9% | -37.7% |
| YTD | -56.9% | +5.5% | -62.4% | -57.8% |
| 1Y | -59.5% | +34.6% | -94.1% | -62.5% |
| 3Y | -26.9% | +24.2% | -51.1% | -34.4% |
| 5Y | +92.9% | -32.3% | +125.2% | +103.8% |
| 10Y | +539.5% | +111.1% | +428.4% | +385.1% |
| All | +3,867.8% | +632.1% | +3,235.7% | +1,921.9% |
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