+581.0%
FE vs DRI
+6,583.3%
-6,002.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | +0.6% | +3.7% | -3.1% | 0.0% |
| 30D | +6.4% | +13.5% | -7.1% | +4.2% |
| 3M | -0.5% | +10.4% | -10.8% | -2.2% |
| 6M | +4.7% | +19.5% | -14.7% | +1.5% |
| YTD | +8.4% | +28.2% | -19.8% | +3.5% |
| 1Y | +7.2% | +31.0% | -23.8% | +2.0% |
| 3Y | +44.9% | +67.1% | -22.2% | +31.0% |
| 5Y | +46.3% | +74.7% | -28.4% | +30.0% |
| 10Y | +110.3% | +376.2% | -265.9% | +49.8% |
| All | +581.0% | +6,583.3% | -6,002.4% | +233.8% |
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