+1,161.4%
FITB vs DAR
+1,762.6%
-601.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +0.6% | +1.4% | -0.7% | +0.4% |
| 30D | -4.7% | +12.8% | -17.5% | -6.3% |
| 3M | +6.7% | +7.4% | -0.7% | +5.5% |
| 6M | +12.6% | +22.3% | -9.7% | +9.3% |
| YTD | +19.1% | +81.1% | -62.0% | +10.2% |
| 1Y | +22.6% | +106.5% | -83.9% | +11.3% |
| 3Y | +127.1% | +5.3% | +121.8% | +120.8% |
| 5Y | +71.8% | -11.5% | +83.4% | +69.5% |
| 10Y | +287.2% | +353.3% | -66.2% | +223.1% |
| All | +1,161.4% | +1,762.6% | -601.2% | +956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling