+3,457.2%
DLR vs FITB
+119.5%
+3,337.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.8% |
| 7D | +2.4% | -1.1% | +3.5% | +2.6% |
| 30D | +0.7% | +7.3% | -6.6% | -0.9% |
| 3M | -6.4% | -4.0% | -2.4% | -5.6% |
| 6M | -6.5% | +11.9% | -18.4% | -9.0% |
| YTD | +18.8% | +19.0% | -0.2% | +13.6% |
| 1Y | +9.0% | +31.0% | -22.0% | +1.9% |
| 3Y | +54.5% | +143.8% | -89.3% | +23.5% |
| 5Y | +35.8% | +48.9% | -13.0% | +19.0% |
| 10Y | +177.5% | +236.6% | -59.2% | +82.3% |
| All | +3,457.2% | +119.5% | +3,337.8% | +1,924.1% |
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