+127.8%
FFIV vs DRI
+367.2%
-239.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -8.1% | +2.8% | -10.9% | -8.9% |
| 30D | -33.4% | +13.3% | -46.6% | -35.8% |
| 3M | -24.7% | +8.2% | -32.9% | -26.8% |
| 6M | -8.8% | +17.5% | -26.4% | -13.8% |
| YTD | +21.8% | +26.9% | -5.1% | +11.8% |
| 1Y | +25.3% | +31.6% | -6.3% | +13.8% |
| 3Y | +101.2% | +67.0% | +34.2% | +67.8% |
| 5Y | +40.2% | +72.9% | -32.7% | +14.4% |
| All | +127.8% | +367.2% | -239.3% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling