+2,625.3%
FN vs DRI
+994.3%
+1,631.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.8% | -13.4% | -14.0% |
| 7D | -16.0% | +3.7% | -19.7% | -17.0% |
| 30D | -40.1% | +13.5% | -53.6% | -42.6% |
| 3M | -43.9% | +10.4% | -54.3% | -45.9% |
| 6M | -55.6% | +19.5% | -75.1% | -58.7% |
| YTD | -35.7% | +28.2% | -63.9% | -41.7% |
| 1Y | -39.8% | +31.0% | -70.8% | -45.9% |
| 3Y | +80.3% | +67.1% | +13.2% | +46.5% |
| 5Y | +143.3% | +74.7% | +68.6% | +93.5% |
| 10Y | +682.3% | +376.2% | +306.1% | +305.2% |
| All | +2,625.3% | +994.3% | +1,631.0% | +967.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling