+3,595.7%
DLR vs FITB
+119.7%
+3,476.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +0.5% | +6.7% | -6.2% | -1.1% |
| 6M | +4.6% | +12.6% | -8.0% | +1.6% |
| YTD | +23.4% | +19.1% | +4.3% | +18.0% |
| 1Y | +19.0% | +22.6% | -3.6% | +12.8% |
| 3Y | +56.5% | +127.1% | -70.6% | +27.0% |
| 5Y | +33.3% | +71.8% | -38.5% | +12.8% |
| 10Y | +165.1% | +287.2% | -122.0% | +68.0% |
| All | +3,595.7% | +119.7% | +3,476.0% | +2,002.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling