-80.3%
FIG vs DRI
+8.3%
-88.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.8% | -3.9% | -6.1% |
| 7D | -16.4% | -1.2% | -15.1% | -16.6% |
| 30D | -2.3% | -0.4% | -1.9% | -2.6% |
| 3M | +7.8% | +9.5% | -1.7% | +8.6% |
| 6M | -21.8% | +6.5% | -28.3% | -21.5% |
| YTD | -39.1% | +18.4% | -57.5% | -38.3% |
| 1Y | -56.6% | +4.2% | -60.9% | -60.0% |
| All | -80.3% | +8.3% | -88.6% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling