+81.3%
FN vs DRI
+68.1%
+13.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.8% | -13.4% | -14.2% |
| 7D | -16.0% | +3.7% | -19.7% | -16.1% |
| 30D | -40.1% | +13.5% | -53.6% | -40.7% |
| 3M | -43.9% | +10.4% | -54.3% | -44.2% |
| 6M | -55.6% | +19.5% | -75.1% | -56.6% |
| YTD | -35.7% | +28.2% | -63.9% | -38.2% |
| 1Y | -39.8% | +31.0% | -70.8% | -42.6% |
| All | +81.3% | +68.1% | +13.2% | +51.9% |
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