-7.0%
DLR vs FITB
+11.6%
-18.6%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.3% |
| 7D | +2.4% | -1.1% | +3.5% | +2.8% |
| 30D | +0.7% | +7.3% | -6.6% | -2.3% |
| 3M | -6.4% | -4.0% | -2.4% | -5.1% |
| All | -7.0% | +11.6% | -18.6% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling