+188.1%
DLR vs FITB
+231.2%
-43.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.3% | +0.5% | -0.1% | +0.3% |
| 30D | +1.2% | +7.0% | -5.8% | 0.0% |
| 3M | -4.8% | -4.4% | -0.4% | -4.1% |
| 6M | -6.1% | +11.6% | -17.7% | -8.0% |
| YTD | +19.3% | +18.6% | +0.7% | +15.4% |
| 1Y | +10.0% | +29.8% | -19.9% | +4.6% |
| 3Y | +53.8% | +140.7% | -86.9% | +30.3% |
| 5Y | +39.1% | +48.6% | -9.5% | +25.2% |
| 10Y | +188.1% | +224.4% | -36.3% | +116.7% |
| All | +188.1% | +231.2% | -43.1% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling