-83.7%
FIG vs DRI
+16.1%
-99.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +1.9% |
| 7D | -13.1% | +2.8% | -15.9% | -12.9% |
| 30D | -13.0% | +13.3% | -26.3% | -11.4% |
| 3M | -21.5% | +8.2% | -29.7% | -21.0% |
| 6M | -2.5% | +17.5% | -20.0% | -1.0% |
| YTD | -49.7% | +26.9% | -76.6% | -48.6% |
| 1Y | -59.1% | +31.6% | -90.7% | -58.4% |
| All | -83.7% | +16.1% | -99.8% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling