+3,047.2%
DELL vs FITB
+302.0%
+2,745.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.1% | -8.3% | -7.6% |
| 7D | +4.9% | +2.8% | +2.1% | +3.8% |
| 30D | -32.1% | +9.8% | -41.9% | -34.5% |
| 3M | -30.2% | -5.2% | -25.1% | -28.7% |
| 6M | +41.7% | +17.3% | +24.4% | +32.8% |
| YTD | +176.6% | +19.3% | +157.3% | +155.4% |
| 1Y | +159.9% | +32.7% | +127.2% | +130.0% |
| 3Y | +388.0% | +141.6% | +246.4% | +240.5% |
| 5Y | +578.2% | +48.9% | +529.3% | +455.4% |
| 10Y | +2,653.4% | +216.5% | +2,436.9% | +1,492.1% |
| All | +3,047.2% | +302.0% | +2,745.2% | +1,747.4% |
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