+624.2%
DRI vs FIVE
+868.1%
-243.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -2.0% |
| 7D | +0.6% | +4.3% | -3.7% | -0.7% |
| 30D | +3.8% | +12.5% | -8.7% | +0.2% |
| 3M | +13.0% | +31.2% | -18.2% | +4.2% |
| 6M | +8.3% | +14.4% | -6.1% | +2.9% |
| YTD | +20.6% | +33.9% | -13.3% | +9.4% |
| 1Y | +6.5% | +65.1% | -58.6% | -9.7% |
| 3Y | +53.7% | +49.0% | +4.7% | +25.1% |
| 5Y | +72.7% | +30.3% | +42.4% | +40.3% |
| 10Y | +363.2% | +481.1% | -118.0% | +155.0% |
| All | +624.2% | +868.1% | -243.9% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling