+68.4%
FITB vs DG
-39.5%
+107.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | -0.4% | -4.8% | +4.4% | +0.2% |
| 30D | -5.1% | +1.8% | -6.9% | -5.4% |
| 3M | +3.5% | +14.5% | -10.9% | +1.6% |
| 6M | +17.2% | -13.6% | +30.8% | +18.8% |
| YTD | +17.6% | -4.8% | +22.5% | +17.8% |
| 1Y | +23.4% | +21.6% | +1.8% | +19.7% |
| 3Y | +129.7% | +4.5% | +125.3% | +124.3% |
| 5Y | +68.4% | -38.5% | +106.9% | +83.6% |
| All | +68.4% | -39.5% | +107.9% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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