+354.0%
DRI vs FDS
+77.6%
+276.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.1% |
| 7D | -1.2% | -5.4% | +4.2% | +0.9% |
| 30D | -0.4% | +1.6% | -2.0% | -1.4% |
| 3M | +9.5% | +17.7% | -8.2% | +0.9% |
| 6M | +6.5% | +29.1% | -22.6% | -7.5% |
| YTD | +18.4% | +1.0% | +17.4% | +14.1% |
| 1Y | +4.2% | -21.6% | +25.8% | +13.5% |
| 3Y | +57.1% | -30.1% | +87.2% | +79.8% |
| 5Y | +70.4% | -20.7% | +91.2% | +77.3% |
| 10Y | +354.0% | +78.3% | +275.7% | +245.7% |
| All | +354.0% | +77.6% | +276.5% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling