-36.3%
FICO vs DVA
+20.7%
-57.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -18.0% | -16.6% |
| 7D | -19.2% | +1.8% | -21.0% | -19.1% |
| 30D | -14.6% | -2.5% | -12.1% | -14.6% |
| 3M | -20.1% | -4.3% | -15.8% | -19.5% |
| 6M | -36.3% | +18.9% | -55.2% | -36.7% |
| All | -36.3% | +20.7% | -57.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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