+83.2%
DRI vs FGI
-70.4%
+153.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.1% | -0.5% |
| 7D | +0.6% | +0.5% | 0.0% | +0.6% |
| 30D | +3.8% | +65.4% | -61.6% | +3.5% |
| 3M | +13.0% | +23.5% | -10.5% | +12.8% |
| 6M | +8.3% | +60.5% | -52.2% | +7.3% |
| YTD | +20.6% | +30.0% | -9.4% | +19.7% |
| 1Y | +6.5% | +82.1% | -75.6% | +4.7% |
| 3Y | +53.7% | -4.4% | +58.1% | +51.7% |
| All | +83.2% | -70.4% | +153.6% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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