+59.1%
DLR vs FITB
+135.2%
-76.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | -3.4% | -4.7% | +1.4% | -2.2% |
| 3M | +0.5% | +6.7% | -6.2% | -1.1% |
| 6M | +4.6% | +12.6% | -8.0% | +1.5% |
| YTD | +23.4% | +19.1% | +4.3% | +17.6% |
| 1Y | +19.0% | +22.6% | -3.6% | +12.4% |
| All | +59.1% | +135.2% | -76.1% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling