-29.1%
FN vs DRI
+30.3%
-59.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +11.4% |
| 7D | 0.0% | +2.8% | -2.9% | +0.9% |
| 30D | -34.3% | +13.3% | -47.6% | -32.4% |
| 3M | -39.9% | +8.2% | -48.0% | -38.1% |
| 6M | -51.8% | +17.5% | -69.4% | -49.7% |
| YTD | -28.1% | +26.9% | -55.1% | -26.5% |
| 1Y | -29.1% | +31.6% | -60.6% | -28.5% |
| All | -29.1% | +30.3% | -59.4% | -28.5% |
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