+1,167.9%
FITB vs DRI
+7,577.6%
-6,409.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -4.7% | +3.8% | -8.6% | -6.5% |
| 3M | +6.7% | +13.0% | -6.3% | +0.5% |
| 6M | +12.6% | +8.3% | +4.2% | +7.6% |
| YTD | +19.1% | +20.6% | -1.5% | +8.3% |
| 1Y | +22.6% | +6.5% | +16.2% | +17.3% |
| 3Y | +127.1% | +53.7% | +73.4% | +81.9% |
| 5Y | +71.8% | +72.7% | -0.9% | +29.4% |
| 10Y | +287.2% | +363.2% | -76.0% | +83.3% |
| All | +1,167.9% | +7,577.6% | -6,409.7% | +182.9% |
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