+351.3%
DAL vs FITB
+139.5%
+211.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | -13.9% | -4.7% | -9.2% | -12.2% |
| 3M | +1.1% | +6.7% | -5.6% | -1.5% |
| 6M | +26.2% | +12.6% | +13.7% | +20.3% |
| YTD | +16.4% | +19.1% | -2.7% | +8.5% |
| 1Y | +33.9% | +22.6% | +11.2% | +23.2% |
| 3Y | +93.4% | +127.1% | -33.7% | +39.8% |
| 5Y | +106.4% | +71.8% | +34.5% | +65.5% |
| 10Y | +143.0% | +287.2% | -144.2% | +42.7% |
| All | +351.3% | +139.5% | +211.7% | +125.4% |
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 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