+79.0%
DRI vs FIVE
+18.5%
+60.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.1% |
| 7D | -0.3% | +2.4% | -2.8% | -0.9% |
| 30D | +10.8% | +15.8% | -5.0% | +7.2% |
| 3M | +0.9% | +3.8% | -2.9% | -0.1% |
| 6M | +16.3% | +18.5% | -2.2% | +11.2% |
| YTD | +27.8% | +31.2% | -3.4% | +19.0% |
| 1Y | +33.9% | +61.8% | -28.0% | +18.9% |
| 3Y | +67.2% | +39.9% | +27.3% | +51.2% |
| 5Y | +79.0% | +18.3% | +60.7% | +59.0% |
| All | +79.0% | +18.5% | +60.5% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling