+71.1%
FITB vs DAR
-8.5%
+79.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.5% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | -4.5% | +13.0% | -17.5% | -8.1% |
| 3M | +5.7% | +15.0% | -9.3% | +0.7% |
| 6M | +17.1% | +26.8% | -9.7% | +7.6% |
| YTD | +18.3% | +86.4% | -68.1% | -4.0% |
| 1Y | +23.9% | +115.1% | -91.2% | -4.9% |
| 3Y | +131.1% | +14.6% | +116.5% | +113.6% |
| 5Y | +71.1% | -8.8% | +79.9% | +67.7% |
| All | +71.1% | -8.5% | +79.6% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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