-99.9%
DFNS vs FITB
+132.2%
-232.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.4% |
| 7D | -16.0% | +0.6% | -16.6% | -15.6% |
| 30D | -77.7% | -4.7% | -73.0% | -78.7% |
| 3M | -77.2% | +6.7% | -83.9% | -75.7% |
| 6M | -95.2% | +12.6% | -107.7% | -94.7% |
| YTD | -98.0% | +19.1% | -117.1% | -97.6% |
| 1Y | -98.3% | +22.6% | -120.9% | -98.0% |
| All | -99.9% | +132.2% | -232.1% | -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 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