-100.0%
DFNS vs FITB
+258.7%
-358.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -2.2% |
| 7D | -42.8% | -1.1% | -41.7% | -43.0% |
| 30D | -67.6% | +7.3% | -74.9% | -66.8% |
| 3M | -94.9% | -4.0% | -90.9% | -94.9% |
| 6M | -96.7% | +11.9% | -108.6% | -96.6% |
| YTD | -99.6% | +19.0% | -118.6% | -99.6% |
| 1Y | -99.7% | +31.0% | -130.8% | -99.7% |
| 3Y | -100.0% | +143.8% | -243.8% | -100.0% |
| 5Y | -100.0% | +48.9% | -148.9% | -100.0% |
| All | -100.0% | +258.7% | -358.7% | -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