+345.5%
DRI vs FDS
+135.1%
+210.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +3.1% | -5.0% | +8.1% | +5.2% |
| 30D | +16.2% | +13.8% | +2.5% | +10.4% |
| 3M | +8.4% | +14.8% | -6.5% | +1.7% |
| 6M | +19.0% | +47.4% | -28.4% | -1.3% |
| YTD | +28.8% | +14.2% | +14.7% | +17.7% |
| 1Y | +33.1% | +26.6% | +6.5% | +14.5% |
| 3Y | +70.8% | -24.4% | +95.2% | +90.2% |
| 5Y | +74.2% | -22.6% | +96.9% | +87.4% |
| 10Y | +345.5% | +130.0% | +215.5% | +226.1% |
| All | +345.5% | +135.1% | +210.4% | +226.1% |
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