+3,477.6%
DLR vs FITB
+119.6%
+3,358.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | +0.5% | +7.0% | -6.5% | -1.0% |
| 3M | -4.4% | -4.8% | +0.3% | -3.4% |
| 6M | -6.4% | +13.5% | -20.0% | -9.2% |
| YTD | +19.5% | +19.1% | +0.4% | +14.2% |
| 1Y | +10.5% | +30.8% | -20.2% | +3.3% |
| 3Y | +54.0% | +141.6% | -87.6% | +23.4% |
| 5Y | +39.7% | +48.3% | -8.6% | +22.5% |
| 10Y | +189.5% | +215.9% | -26.4% | +93.3% |
| All | +3,477.6% | +119.6% | +3,358.0% | +1,935.3% |
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