+176.7%
DLR vs FITB
+282.4%
-105.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | -1.2% | -5.1% | +4.0% | -0.3% |
| 3M | +2.9% | +3.5% | -0.6% | +2.2% |
| 6M | +6.7% | +17.2% | -10.5% | +3.7% |
| YTD | +23.9% | +17.6% | +6.2% | +20.1% |
| 1Y | +18.6% | +23.4% | -4.7% | +13.9% |
| 3Y | +59.7% | +129.7% | -70.1% | +36.9% |
| 5Y | +42.1% | +68.4% | -26.4% | +26.1% |
| 10Y | +176.7% | +285.6% | -108.9% | +122.9% |
| All | +176.7% | +282.4% | -105.7% | +122.9% |
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