+102.9%
DAL vs FITB
+44.6%
+58.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.7% |
| 7D | +8.8% | -1.5% | +10.3% | +10.1% |
| 30D | +5.4% | +5.8% | -0.4% | +1.4% |
| 3M | -4.9% | -6.1% | +1.2% | -0.6% |
| 6M | +19.8% | +5.9% | +13.9% | +14.9% |
| YTD | +27.0% | +16.1% | +10.9% | +14.1% |
| 1Y | +52.5% | +28.8% | +23.6% | +27.5% |
| 3Y | +173.8% | +126.0% | +47.8% | +60.2% |
| All | +102.9% | +44.6% | +58.3% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling