-5.2%
DASH vs FITB
+140.2%
-145.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | +0.4% | -1.5% | +1.9% | +1.3% |
| 30D | -6.0% | +5.8% | -11.9% | -8.3% |
| 3M | -15.8% | -6.1% | -9.6% | -13.2% |
| 6M | +7.0% | +5.9% | +1.0% | +3.7% |
| YTD | -20.7% | +16.1% | -36.8% | -26.7% |
| 1Y | -8.5% | +28.8% | -37.4% | -19.7% |
| 3Y | +101.8% | +126.0% | -24.2% | +32.5% |
| 5Y | -9.6% | +45.3% | -54.9% | -28.8% |
| All | -5.2% | +140.2% | -145.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling