-99.6%
DFNS vs FITB
+36.9%
-136.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.5% | -19.8% | -18.8% |
| 7D | -27.7% | +2.3% | -30.0% | -28.4% |
| 30D | -58.0% | +7.7% | -65.7% | -59.2% |
| 3M | -94.0% | -4.5% | -89.5% | -93.9% |
| 6M | -94.6% | +12.5% | -107.1% | -95.3% |
| YTD | -99.4% | +19.8% | -119.2% | -99.6% |
| 1Y | -99.6% | +34.1% | -133.8% | -99.8% |
| All | -99.6% | +36.9% | -136.5% | -99.8% |
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 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