+282.0%
FITB vs DD
+67.0%
+215.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -1.0% | -2.9% | +1.9% | +0.9% |
| 30D | -5.5% | -11.5% | +6.0% | +2.2% |
| 3M | +4.1% | -5.4% | +9.5% | +7.3% |
| 6M | +18.7% | -6.9% | +25.6% | +22.3% |
| YTD | +18.2% | +6.9% | +11.3% | +10.2% |
| 1Y | +23.7% | +35.6% | -12.0% | -2.8% |
| 3Y | +130.8% | +42.5% | +88.2% | +67.4% |
| 5Y | +69.8% | +58.5% | +11.3% | +12.3% |
| All | +282.0% | +67.0% | +215.0% | +82.2% |
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