+36.6%
DRI vs FIVE
+63.1%
-26.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | -0.1% |
| 7D | +3.1% | +6.2% | -3.1% | +1.3% |
| 30D | +16.2% | +18.2% | -1.9% | +11.0% |
| 3M | +8.4% | +3.8% | +4.5% | +7.0% |
| 6M | +19.0% | +13.7% | +5.3% | +14.0% |
| YTD | +28.8% | +34.7% | -5.9% | +14.4% |
| All | +36.6% | +63.1% | -26.6% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling