+143.8%
FITB vs DRI
+70.6%
+73.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.0% |
| 7D | -1.1% | +3.1% | -4.2% | -2.1% |
| 30D | +7.3% | +16.2% | -8.9% | +2.1% |
| 3M | -4.0% | +8.4% | -12.4% | -6.9% |
| 6M | +11.9% | +19.0% | -7.1% | +4.4% |
| YTD | +19.0% | +28.8% | -9.8% | +6.9% |
| 1Y | +31.0% | +33.1% | -2.1% | +15.9% |
| 3Y | +143.8% | +70.8% | +73.0% | +81.4% |
| All | +143.8% | +70.6% | +73.2% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling