-99.9%
DFNS vs FITB
+259.1%
-358.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.5% |
| 7D | -16.0% | +0.6% | -16.6% | -15.9% |
| 30D | -77.7% | -4.7% | -73.0% | -78.1% |
| 3M | -77.2% | +6.7% | -83.9% | -76.7% |
| 6M | -95.2% | +12.6% | -107.7% | -95.0% |
| YTD | -98.0% | +19.1% | -117.1% | -97.8% |
| 1Y | -98.3% | +22.6% | -120.9% | -98.1% |
| 3Y | -99.9% | +127.1% | -227.0% | -99.9% |
| 5Y | -99.9% | +71.8% | -171.7% | -99.8% |
| All | -99.9% | +259.1% | -358.9% | -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 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