+121.0%
FCUV vs DRI
+17.3%
+103.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.4% | +135.6% | +137.0% |
| 7D | +148.8% | +1.1% | +147.7% | +154.6% |
| 30D | +95.0% | +9.7% | +85.3% | +153.8% |
| 3M | +27.8% | +3.2% | +24.6% | -3.6% |
| 6M | +121.0% | +20.6% | +100.4% | +189.2% |
| All | +121.0% | +17.3% | +103.7% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 6mo: compounded portfolio wealth divided by compounded DRI 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…
6mo analysis · Full analysis span regression · 6 months rolling