+571.3%
FE vs DRI
+6,515.5%
-5,944.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -1.0% | +2.8% | -3.8% | -1.5% |
| 30D | +4.1% | +13.3% | -9.1% | +2.1% |
| 3M | -1.0% | +8.2% | -9.2% | -2.4% |
| 6M | +4.0% | +17.5% | -13.5% | +1.0% |
| YTD | +6.8% | +26.9% | -20.1% | +2.2% |
| 1Y | +5.3% | +31.6% | -26.3% | +0.1% |
| 3Y | +44.6% | +67.0% | -22.4% | +30.8% |
| 5Y | +44.2% | +72.9% | -28.7% | +28.3% |
| 10Y | +107.3% | +371.3% | -264.1% | +47.9% |
| All | +571.3% | +6,515.5% | -5,944.2% | +229.6% |
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