+71.1%
FITB vs DD
+61.7%
+9.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +2.8% | -0.6% | +3.4% | +3.2% |
| 30D | -4.5% | -7.4% | +2.9% | -0.4% |
| 3M | +5.7% | -6.4% | +12.1% | +9.1% |
| 6M | +17.1% | -2.5% | +19.6% | +17.1% |
| YTD | +18.3% | +10.2% | +8.1% | +9.3% |
| 1Y | +23.9% | +36.9% | -13.0% | -0.4% |
| 3Y | +131.1% | +47.0% | +84.1% | +71.0% |
| 5Y | +71.1% | +63.1% | +7.9% | +17.6% |
| All | +71.1% | +61.7% | +9.4% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling