+358.3%
DELL vs FITB
+24.3%
+333.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.4% | +11.9% |
| 7D | +8.2% | -0.3% | +8.5% | +8.3% |
| 30D | +17.1% | -5.7% | +22.8% | +17.2% |
| 3M | +45.2% | +3.2% | +42.0% | +45.2% |
| 6M | +286.8% | +23.4% | +263.4% | +284.6% |
| YTD | +354.8% | +18.8% | +336.0% | +343.3% |
| 1Y | +358.3% | +25.0% | +333.3% | +326.1% |
| All | +358.3% | +24.3% | +333.9% | +326.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling