-55.8%
FIG vs DRI
+6.9%
-62.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.5% |
| 7D | -16.3% | +0.6% | -16.9% | -16.2% |
| 30D | -14.3% | +3.8% | -18.2% | -13.9% |
| 3M | +7.2% | +13.0% | -5.9% | +8.4% |
| 6M | -18.6% | +8.3% | -26.9% | -17.9% |
| YTD | -35.5% | +20.6% | -56.1% | -34.5% |
| 1Y | -55.8% | +6.5% | -62.2% | -57.8% |
| All | -55.8% | +6.9% | -62.7% | -57.8% |
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