+6.5%
DRI vs FTV
+21.5%
-15.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +0.6% | -4.6% | +5.2% | +1.4% |
| 30D | +3.8% | -7.2% | +11.0% | +5.2% |
| 3M | +13.0% | -7.3% | +20.3% | +14.1% |
| 6M | +8.3% | -1.6% | +9.9% | +7.9% |
| YTD | +20.6% | +3.3% | +17.3% | +17.4% |
| 1Y | +6.5% | +20.2% | -13.7% | +0.4% |
| All | +6.5% | +21.5% | -15.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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