-100.0%
DFNS vs FITB
+250.0%
-350.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.8% | -11.5% | -12.5% |
| 7D | -44.0% | -1.5% | -42.5% | -44.3% |
| 30D | -69.1% | +5.8% | -75.0% | -68.5% |
| 3M | -95.6% | -6.1% | -89.5% | -95.7% |
| 6M | -96.2% | +5.9% | -102.1% | -96.1% |
| YTD | -99.6% | +16.1% | -115.7% | -99.6% |
| 1Y | -99.7% | +28.8% | -128.6% | -99.7% |
| 3Y | -100.0% | +126.0% | -226.0% | -100.0% |
| 5Y | -100.0% | +45.3% | -145.3% | -100.0% |
| All | -100.0% | +250.0% | -350.0% | -100.0% |
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