+345.5%
DRI vs FIVE
+596.6%
-251.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | -0.3% |
| 7D | +3.1% | +6.2% | -3.1% | +1.0% |
| 30D | +16.2% | +18.2% | -1.9% | +9.9% |
| 3M | +8.4% | +3.8% | +4.5% | +6.6% |
| 6M | +19.0% | +13.7% | +5.3% | +12.6% |
| YTD | +28.8% | +34.7% | -5.9% | +14.4% |
| 1Y | +33.1% | +66.6% | -33.5% | +10.0% |
| 3Y | +70.8% | +44.3% | +26.5% | +36.5% |
| 5Y | +74.2% | +18.8% | +55.5% | +42.8% |
| 10Y | +345.5% | +569.2% | -223.7% | +109.6% |
| All | +345.5% | +596.6% | -251.1% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling