+70.4%
DRI vs FLR
+248.0%
-177.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | +9.5% | +14.3% | -4.8% | +7.4% |
| 6M | +6.5% | +25.6% | -19.1% | +2.6% |
| YTD | +18.4% | +42.9% | -24.5% | +12.0% |
| 1Y | +4.2% | +38.7% | -34.5% | -1.5% |
| 3Y | +57.1% | +61.8% | -4.7% | +38.8% |
| 5Y | +70.4% | +254.1% | -183.7% | +20.9% |
| All | +70.4% | +248.0% | -177.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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