+3,689.8%
FN vs DRI
+929.5%
+2,760.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.3% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | -22.0% | +3.8% | -25.8% | -22.8% |
| 3M | -43.0% | +13.0% | -56.0% | -45.6% |
| 6M | -27.7% | +8.3% | -36.1% | -30.3% |
| YTD | -10.5% | +20.6% | -31.1% | -16.9% |
| 1Y | +12.5% | +6.5% | +6.0% | +8.3% |
| 3Y | +153.8% | +53.7% | +100.1% | +112.9% |
| 5Y | +288.0% | +72.7% | +215.3% | +211.1% |
| 10Y | +906.4% | +363.2% | +543.3% | +427.0% |
| All | +3,689.8% | +929.5% | +2,760.2% | +1,421.0% |
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