+203.1%
FITB vs DD
+98.3%
+104.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | +0.8% | +6.7% | -5.9% | -3.4% |
| 30D | +7.3% | +19.4% | -12.1% | -5.0% |
| 3M | -6.3% | +7.6% | -13.9% | -11.4% |
| 6M | +12.6% | +2.9% | +9.7% | +8.8% |
| YTD | +18.0% | +29.9% | -11.9% | -3.8% |
| 1Y | +28.9% | +28.6% | +0.3% | +5.7% |
| 3Y | +139.4% | +90.0% | +49.4% | +42.3% |
| 5Y | +47.2% | +68.1% | -20.9% | -5.5% |
| All | +203.1% | +98.3% | +104.8% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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