+6,722.4%
DRI vs FDS
+10,327.4%
-3,605.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | 0.0% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +13.3% | +20.2% | -7.0% | +7.3% |
| 3M | +8.2% | +19.9% | -11.7% | +2.1% |
| 6M | +17.5% | +56.2% | -38.6% | +1.3% |
| YTD | +26.9% | +14.6% | +12.4% | +17.9% |
| 1Y | +31.6% | +31.6% | 0.0% | +16.8% |
| 3Y | +67.0% | -23.8% | +90.8% | +73.8% |
| 5Y | +72.9% | -22.6% | +95.5% | +77.7% |
| 10Y | +371.3% | +139.3% | +232.0% | +254.1% |
| All | +6,722.4% | +10,327.4% | -3,605.1% | +2,716.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling