+4,172.3%
FFIV vs DRI
+3,295.8%
+876.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -2.1% | +3.1% | -5.2% | -3.1% |
| 30D | -33.8% | +16.2% | -50.0% | -37.0% |
| 3M | -20.6% | +8.4% | -29.0% | -23.1% |
| 6M | -10.2% | +19.0% | -29.2% | -16.1% |
| YTD | +24.5% | +28.8% | -4.3% | +12.7% |
| 1Y | +29.3% | +33.1% | -3.8% | +15.8% |
| 3Y | +103.8% | +70.8% | +33.0% | +65.8% |
| 5Y | +40.9% | +74.2% | -33.4% | +12.7% |
| 10Y | +126.6% | +345.5% | -218.9% | +19.5% |
| All | +4,172.3% | +3,295.8% | +876.5% | +1,295.1% |
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 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