+4,681.2%
DELL vs FITB
+301.4%
+4,379.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +14.9% | +0.6% | +14.3% | +14.8% |
| 30D | +13.3% | -4.7% | +18.0% | +15.7% |
| 3M | +24.4% | +6.7% | +17.7% | +21.2% |
| 6M | +258.0% | +12.6% | +245.5% | +240.5% |
| YTD | +320.2% | +19.1% | +301.1% | +288.3% |
| 1Y | +319.1% | +22.6% | +296.4% | +281.6% |
| 3Y | +706.5% | +127.1% | +579.4% | +473.4% |
| 5Y | +1,071.9% | +71.8% | +1,000.1% | +811.7% |
| 10Y | +4,683.5% | +287.2% | +4,396.3% | +2,684.3% |
| All | +4,681.2% | +301.4% | +4,379.9% | +2,709.5% |
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