+74.1%
DRI vs FIVE
+14.2%
+60.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +13.3% | +17.7% | -4.4% | +9.1% |
| 3M | +8.2% | +4.0% | +4.2% | +7.0% |
| 6M | +17.5% | +2.6% | +14.9% | +16.0% |
| YTD | +26.9% | +27.6% | -0.7% | +18.9% |
| 1Y | +31.6% | +59.9% | -28.4% | +17.2% |
| 3Y | +67.0% | +35.8% | +31.2% | +52.0% |
| All | +74.1% | +14.2% | +60.0% | +56.5% |
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 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