+122.8%
DAL vs FITB
+247.4%
-124.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.7% |
| 7D | +8.8% | -1.5% | +10.3% | +10.0% |
| 30D | +5.4% | +5.8% | -0.4% | +1.6% |
| 3M | -4.9% | -6.1% | +1.2% | -0.7% |
| 6M | +19.8% | +5.9% | +13.9% | +15.2% |
| YTD | +27.0% | +16.1% | +10.9% | +14.7% |
| 1Y | +52.5% | +28.8% | +23.6% | +28.5% |
| 3Y | +173.8% | +126.0% | +47.8% | +60.1% |
| 5Y | +104.5% | +45.3% | +59.2% | +54.7% |
| All | +122.8% | +247.4% | -124.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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