+1,166.6%
FITB vs DRI
+8,100.2%
-6,933.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.8% |
| 7D | -1.1% | +3.1% | -4.2% | -2.5% |
| 30D | +7.3% | +16.2% | -8.9% | +0.4% |
| 3M | -4.0% | +8.4% | -12.4% | -7.9% |
| 6M | +11.9% | +19.0% | -7.1% | +2.5% |
| YTD | +19.0% | +28.8% | -9.8% | +4.7% |
| 1Y | +31.0% | +33.1% | -2.1% | +13.4% |
| 3Y | +143.8% | +70.8% | +73.0% | +85.5% |
| 5Y | +48.9% | +74.2% | -25.4% | +11.4% |
| 10Y | +236.6% | +345.5% | -108.9% | +60.6% |
| All | +1,166.6% | +8,100.2% | -6,933.6% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling