+33.8%
FFIV vs DRI
+78.6%
-44.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | -32.4% | +9.7% | -42.1% | -34.3% |
| 3M | -25.7% | +3.2% | -28.9% | -26.7% |
| 6M | -13.5% | +20.6% | -34.1% | -19.6% |
| YTD | +21.1% | +28.3% | -7.1% | +8.7% |
| 1Y | +29.4% | +34.5% | -5.1% | +13.9% |
| 3Y | +94.9% | +66.5% | +28.4% | +52.1% |
| All | +33.8% | +78.6% | -44.8% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling