-83.2%
FIG vs DRI
+17.9%
-101.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +3.3% |
| 7D | -12.6% | +3.1% | -15.7% | -12.4% |
| 30D | -13.8% | +16.2% | -30.0% | -11.9% |
| 3M | -16.7% | +8.4% | -25.1% | -16.2% |
| 6M | -6.1% | +19.0% | -25.1% | -4.6% |
| YTD | -48.1% | +28.8% | -76.9% | -46.9% |
| 1Y | -56.2% | +33.1% | -89.3% | -55.4% |
| All | -83.2% | +17.9% | -101.1% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling