+121.4%
DAL vs FITB
+226.2%
-104.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.2% |
| 7D | +2.3% | -0.6% | +2.9% | +2.8% |
| 30D | +14.3% | +7.0% | +7.3% | +9.4% |
| 3M | +1.3% | -4.8% | +6.1% | +4.8% |
| 6M | +29.3% | +13.5% | +15.7% | +18.7% |
| YTD | +33.0% | +19.1% | +13.9% | +18.1% |
| 1Y | +59.8% | +30.8% | +29.1% | +33.4% |
| 3Y | +177.2% | +141.6% | +35.6% | +55.0% |
| 5Y | +118.4% | +48.3% | +70.1% | +62.9% |
| 10Y | +121.4% | +215.9% | -94.5% | -6.4% |
| All | +121.4% | +226.2% | -104.8% | -6.4% |
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