+13.5%
FITB vs DAR
-14.7%
+28.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | +0.6% |
| 7D | -0.6% | +3.6% | -4.2% | -0.5% |
| 30D | +7.0% | -11.3% | +18.3% | +6.0% |
| 3M | -4.8% | -13.1% | +8.3% | -5.5% |
| 6M | +13.5% | -15.1% | +28.7% | +10.5% |
| All | +13.5% | -14.7% | +28.2% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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