+70.4%
DRI vs FND
-61.9%
+132.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.8% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -0.4% | -23.6% | +23.2% | +5.8% |
| 3M | +9.5% | +4.3% | +5.2% | +7.5% |
| 6M | +6.5% | -20.3% | +26.7% | +10.7% |
| YTD | +18.4% | -21.3% | +39.7% | +23.1% |
| 1Y | +4.2% | -45.4% | +49.6% | +17.6% |
| 3Y | +57.1% | -48.9% | +106.0% | +71.3% |
| 5Y | +70.4% | -61.0% | +131.4% | +78.1% |
| All | +70.4% | -61.9% | +132.3% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling