+105.0%
DAL vs FITB
+208.7%
-103.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.3% | -4.6% |
| 7D | +1.4% | +0.8% | +0.6% | +0.9% |
| 30D | +9.1% | +7.3% | +1.8% | +4.3% |
| 3M | -3.5% | -6.3% | +2.8% | +1.0% |
| 6M | +23.4% | +12.6% | +10.8% | +13.9% |
| YTD | +26.0% | +18.0% | +8.1% | +12.6% |
| 1Y | +44.6% | +28.9% | +15.7% | +21.9% |
| 3Y | +162.7% | +139.4% | +23.3% | +47.9% |
| 5Y | +113.0% | +47.2% | +65.8% | +59.7% |
| All | +105.0% | +208.7% | -103.7% | -11.2% |
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