+11.7%
DASH vs FITB
+146.4%
-134.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | -10.6% | +0.6% | -11.2% | -10.8% |
| 30D | +2.2% | -4.7% | +6.9% | +4.3% |
| 3M | +32.3% | +6.7% | +25.6% | +27.8% |
| 6M | +19.1% | +12.6% | +6.6% | +11.8% |
| YTD | -6.5% | +19.1% | -25.6% | -14.7% |
| 1Y | -14.9% | +22.6% | -37.5% | -23.8% |
| 3Y | +151.9% | +127.1% | +24.8% | +64.4% |
| 5Y | +9.4% | +71.8% | -62.4% | -16.6% |
| All | +11.7% | +146.4% | -134.7% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling