+637.0%
DRI vs FWONK
+281.7%
+355.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -2.4% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -3.9% | -5.8% | +1.8% | -1.8% |
| 3M | +5.1% | +10.0% | -5.0% | +1.1% |
| 6M | +5.5% | +14.7% | -9.2% | -0.5% |
| YTD | +16.5% | -1.7% | +18.2% | +16.1% |
| 1Y | +2.0% | -4.6% | +6.6% | +2.4% |
| 3Y | +54.5% | +46.7% | +7.8% | +27.5% |
| 5Y | +66.6% | +99.4% | -32.8% | +17.6% |
| 10Y | +353.6% | +345.6% | +8.1% | +141.4% |
| All | +637.0% | +281.7% | +355.3% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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