-80.9%
FIG vs DRI
+6.6%
-87.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -3.6% |
| 7D | -14.5% | -4.8% | -9.6% | -15.5% |
| 30D | -13.3% | -3.9% | -9.4% | -14.0% |
| 3M | +7.4% | +5.1% | +2.3% | +7.4% |
| 6M | -27.8% | +5.5% | -33.3% | -27.6% |
| YTD | -41.1% | +16.5% | -57.6% | -40.5% |
| 1Y | -58.7% | +2.0% | -60.7% | -62.1% |
| All | -80.9% | +6.6% | -87.5% | -83.0% |
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