+35.9%
DRI vs FND
-13.4%
+49.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +0.3% |
| 7D | +4.2% | +6.8% | -2.6% | +2.6% |
| 30D | +15.7% | +13.1% | +2.6% | +12.2% |
| 3M | +5.8% | -13.1% | +18.8% | +8.5% |
| 6M | +18.4% | -0.6% | +19.0% | +16.9% |
| YTD | +28.2% | -15.5% | +43.7% | +31.6% |
| 1Y | +35.9% | -13.7% | +49.6% | +38.4% |
| All | +35.9% | -13.4% | +49.3% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling