+5,150.0%
FFIV vs DRI
+3,079.4%
+2,070.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 6M | +36.5% | +8.3% | +28.2% | +31.7% |
| YTD | +53.0% | +20.6% | +32.4% | +42.0% |
| 1Y | +24.2% | +6.5% | +17.8% | +19.7% |
| 3Y | +137.2% | +53.7% | +83.5% | +100.2% |
| 5Y | +91.8% | +72.7% | +19.1% | +54.1% |
| 10Y | +215.2% | +363.2% | -148.0% | +64.5% |
| All | +5,150.0% | +3,079.4% | +2,070.6% | +1,658.4% |
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 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