+92.9%
FFIV vs DRI
+72.9%
+20.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.0% | +0.6% | -1.5% | -1.2% |
| 30D | -5.1% | +3.8% | -8.9% | -6.4% |
| 3M | -4.5% | +13.0% | -17.5% | -8.8% |
| 6M | +36.5% | +8.3% | +28.2% | +31.7% |
| YTD | +53.0% | +20.6% | +32.4% | +40.9% |
| 1Y | +24.2% | +6.5% | +17.8% | +19.5% |
| 3Y | +137.2% | +53.7% | +83.5% | +93.2% |
| All | +92.9% | +72.9% | +20.0% | +43.5% |
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