-51.7%
FIG vs DRI
+34.0%
-85.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.1% | +0.1% | +5.7% |
| 7D | -4.7% | +6.5% | -11.1% | -4.0% |
| 30D | +0.5% | +16.4% | -15.9% | +2.6% |
| 3M | -18.4% | +13.6% | -32.0% | -17.7% |
| 6M | +10.9% | +22.0% | -11.1% | +12.4% |
| YTD | -40.8% | +29.3% | -70.1% | -41.1% |
| 1Y | -51.7% | +32.0% | -83.7% | -52.4% |
| All | -51.7% | +34.0% | -85.7% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling