-48.4%
FPS vs DRI
+8.5%
-56.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.0% | +8.0% | +6.2% |
| 7D | -24.5% | +2.8% | -27.3% | -22.0% |
| 30D | -52.1% | +13.3% | -65.3% | -48.9% |
| 3M | -48.4% | +8.2% | -56.5% | -46.7% |
| All | -48.4% | +8.5% | -56.9% | -46.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling