+678.3%
DELL vs FITB
+128.2%
+550.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +8.7% | -0.4% | +9.1% | +8.9% |
| 30D | +16.9% | -5.1% | +22.0% | +19.3% |
| 3M | +40.4% | +3.5% | +36.9% | +38.6% |
| 6M | +267.1% | +17.2% | +249.9% | +244.7% |
| YTD | +329.1% | +17.6% | +311.5% | +297.5% |
| 1Y | +346.9% | +23.4% | +323.6% | +303.8% |
| All | +678.3% | +128.2% | +550.1% | +552.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling