+319.5%
DRI vs FDS
+127.7%
+191.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.1% | +1.5% | -0.4% | +0.5% |
| 30D | +9.7% | +14.8% | -5.1% | +3.7% |
| 3M | +3.2% | +16.3% | -13.1% | -3.6% |
| 6M | +20.6% | +66.2% | -45.7% | -5.0% |
| YTD | +28.3% | +16.2% | +12.0% | +16.4% |
| 1Y | +34.5% | +21.8% | +12.7% | +18.5% |
| 3Y | +66.5% | -23.9% | +90.4% | +85.3% |
| 5Y | +79.6% | -23.1% | +102.8% | +94.6% |
| All | +319.5% | +127.7% | +191.8% | +204.1% |
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