+33.9%
DRI vs FIVE
+63.0%
-29.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.1% |
| 7D | -0.3% | +2.4% | -2.8% | -1.0% |
| 30D | +10.8% | +15.8% | -5.0% | +6.5% |
| 3M | +0.9% | +3.8% | -2.9% | -0.2% |
| 6M | +16.3% | +18.5% | -2.2% | +10.2% |
| YTD | +27.8% | +31.2% | -3.4% | +14.7% |
| 1Y | +33.9% | +61.8% | -28.0% | +8.5% |
| All | +33.9% | +63.0% | -29.2% | +8.5% |
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