+35.3%
DLR vs FITB
+71.1%
-35.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | +3.4% | +2.8% | +0.6% | +2.7% |
| 30D | -2.2% | -4.5% | +2.3% | -1.1% |
| 3M | +4.7% | +5.7% | -0.9% | +3.3% |
| 6M | +9.0% | +17.1% | -8.1% | +4.8% |
| YTD | +24.1% | +18.3% | +5.8% | +18.6% |
| 1Y | +20.9% | +23.9% | -3.0% | +14.0% |
| 3Y | +60.0% | +131.1% | -71.1% | +26.8% |
| 5Y | +35.3% | +71.1% | -35.8% | +18.7% |
| All | +35.3% | +71.1% | -35.8% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling