+228.0%
DRI vs FND
+66.0%
+161.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.0% |
| 7D | +0.6% | -5.2% | +5.8% | +2.0% |
| 30D | +3.8% | -19.9% | +23.7% | +10.3% |
| 3M | +13.0% | +2.7% | +10.3% | +10.9% |
| 6M | +8.3% | -21.7% | +30.0% | +14.2% |
| YTD | +20.6% | -17.5% | +38.1% | +24.7% |
| 1Y | +6.5% | -39.3% | +45.8% | +19.8% |
| 3Y | +53.7% | -49.8% | +103.5% | +73.2% |
| 5Y | +72.7% | -60.1% | +132.8% | +96.9% |
| All | +228.0% | +66.0% | +161.9% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling