+37.7%
DRI vs FIVE
+66.9%
-29.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +14.7% | +17.4% | -2.7% | +9.8% |
| 3M | +5.4% | +7.0% | -1.6% | +3.5% |
| 6M | +18.8% | +20.5% | -1.6% | +12.0% |
| YTD | +28.4% | +33.1% | -4.8% | +14.6% |
| 1Y | +37.7% | +67.1% | -29.4% | +10.0% |
| All | +37.7% | +66.9% | -29.3% | +10.0% |
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