+285.6%
FITB vs DRI
+348.4%
-62.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.3% |
| 7D | -0.4% | -4.8% | +4.4% | +2.3% |
| 30D | -5.1% | -3.9% | -1.2% | -3.3% |
| 3M | +3.5% | +5.1% | -1.5% | 0.0% |
| 6M | +17.2% | +5.5% | +11.7% | +12.3% |
| YTD | +17.6% | +16.5% | +1.2% | +6.1% |
| 1Y | +23.4% | +2.0% | +21.4% | +19.1% |
| 3Y | +129.7% | +54.5% | +75.2% | +70.9% |
| 5Y | +68.4% | +66.6% | +1.8% | +17.6% |
| 10Y | +285.6% | +353.6% | -68.0% | +47.0% |
| All | +285.6% | +348.4% | -62.8% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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