-94.7%
FCUV vs DRI
+551.6%
-646.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.4% | +135.6% | +136.0% |
| 7D | +148.8% | +1.1% | +147.7% | +148.5% |
| 30D | +95.0% | +9.7% | +85.3% | +92.8% |
| 3M | +27.8% | +3.2% | +24.6% | +27.5% |
| 6M | +121.0% | +20.6% | +100.4% | +114.1% |
| YTD | -78.1% | +28.3% | -106.4% | -79.3% |
| 1Y | -94.3% | +34.5% | -128.8% | -94.6% |
| 3Y | -98.9% | +66.5% | -165.4% | -99.0% |
| 5Y | -99.7% | +79.6% | -179.3% | -99.7% |
| 10Y | -98.2% | +333.8% | -432.0% | -98.6% |
| All | -94.7% | +551.6% | -646.3% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling