+128.1%
DAL vs FITB
+247.7%
-119.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +3.6% |
| 7D | +10.0% | -1.1% | +11.2% | +11.0% |
| 30D | +12.0% | +7.3% | +4.7% | +7.0% |
| 3M | +0.8% | -4.0% | +4.8% | +3.7% |
| 6M | +26.2% | +11.9% | +14.3% | +17.0% |
| YTD | +33.7% | +19.0% | +14.7% | +18.8% |
| 1Y | +57.6% | +31.0% | +26.5% | +31.4% |
| 3Y | +183.5% | +143.8% | +39.7% | +57.7% |
| 5Y | +114.2% | +48.9% | +65.3% | +59.4% |
| 10Y | +128.1% | +236.6% | -108.5% | -4.2% |
| All | +128.1% | +247.7% | -119.5% | -4.2% |
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