+9,596.4%
FICO vs DGX
+8,858.2%
+738.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.7% | -16.4% |
| 7D | -19.2% | -2.3% | -16.9% | -18.5% |
| 30D | -14.6% | +0.6% | -15.1% | -14.7% |
| 3M | -20.1% | +21.4% | -41.5% | -25.0% |
| 6M | -36.3% | +14.7% | -51.0% | -39.2% |
| YTD | -44.9% | +38.4% | -83.3% | -50.7% |
| 1Y | -38.6% | +34.0% | -72.6% | -44.6% |
| 3Y | +4.0% | +92.7% | -88.7% | -17.5% |
| 5Y | +99.5% | +67.7% | +31.8% | +64.5% |
| 10Y | +604.7% | +248.0% | +356.7% | +358.4% |
| All | +9,596.4% | +8,858.2% | +738.2% | +3,337.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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