+381.8%
DAL vs FITB
+135.3%
+246.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.4% |
| 7D | +4.6% | -1.8% | +6.4% | +5.4% |
| 30D | +2.3% | +4.8% | -2.5% | +0.5% |
| 3M | -8.1% | -6.4% | -1.7% | -5.4% |
| 6M | +21.4% | +7.9% | +13.5% | +17.8% |
| YTD | +24.3% | +17.0% | +7.3% | +16.8% |
| 1Y | +47.4% | +29.9% | +17.4% | +32.7% |
| 3Y | +164.6% | +124.8% | +39.8% | +92.6% |
| 5Y | +100.2% | +46.4% | +53.8% | +71.2% |
| 10Y | +124.9% | +258.1% | -133.3% | +35.9% |
| All | +381.8% | +135.3% | +246.6% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling