-5.1%
DASH vs FITB
+142.0%
-147.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -8.3% |
| 7D | +0.5% | -1.8% | +2.3% | +1.6% |
| 30D | -7.1% | +4.8% | -11.9% | -8.9% |
| 3M | -13.2% | -6.4% | -6.8% | -10.5% |
| 6M | +8.3% | +7.9% | +0.4% | +4.0% |
| YTD | -20.6% | +17.0% | -37.6% | -26.8% |
| 1Y | -24.4% | +29.9% | -54.3% | -33.9% |
| 3Y | +94.5% | +124.8% | -30.3% | +28.1% |
| 5Y | -9.4% | +46.4% | -55.9% | -29.0% |
| All | -5.1% | +142.0% | -147.1% | -33.0% |
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