+73.3%
DRI vs FDS
-17.4%
+90.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | +0.6% | -1.9% | +2.5% | +1.0% |
| 30D | +3.8% | +9.0% | -5.2% | +1.5% |
| 3M | +13.0% | +18.9% | -5.8% | +7.7% |
| 6M | +8.3% | +35.1% | -26.8% | -1.5% |
| YTD | +20.6% | +5.5% | +15.1% | +19.7% |
| 1Y | +6.5% | -16.8% | +23.3% | +16.8% |
| 3Y | +53.7% | -28.1% | +81.8% | +80.0% |
| All | +73.3% | -17.4% | +90.7% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling