+2,900.6%
FITB vs DD
+1,141.0%
+1,759.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +2.8% | +5.0% | -2.2% | 0.0% |
| 30D | +9.8% | +19.7% | -9.9% | -1.0% |
| 3M | -5.2% | +7.2% | -12.3% | -9.3% |
| 6M | +17.3% | +1.0% | +16.3% | +15.2% |
| YTD | +19.3% | +29.1% | -9.8% | +1.3% |
| 1Y | +32.7% | +28.5% | +4.2% | +12.9% |
| 3Y | +141.6% | +89.4% | +52.1% | +60.2% |
| 5Y | +48.9% | +67.1% | -18.3% | +5.7% |
| 10Y | +216.5% | +97.5% | +119.0% | +97.7% |
| All | +2,900.6% | +1,141.0% | +1,759.7% | +691.8% |
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