+2,883.6%
FITB vs DD
+1,166.0%
+1,717.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +0.5% | +2.2% | -1.7% | -0.8% |
| 30D | +7.0% | +20.7% | -13.7% | -4.0% |
| 3M | -4.4% | +11.3% | -15.7% | -10.4% |
| 6M | +11.6% | +6.0% | +5.6% | +6.7% |
| YTD | +18.6% | +31.7% | -13.1% | -0.3% |
| 1Y | +29.8% | +32.2% | -2.4% | +8.8% |
| 3Y | +140.7% | +92.7% | +48.0% | +58.1% |
| 5Y | +48.6% | +72.1% | -23.5% | +3.9% |
| 10Y | +224.4% | +99.7% | +124.7% | +101.4% |
| All | +2,883.6% | +1,166.0% | +1,717.6% | +678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling