+1,156.1%
FITB vs DAR
+1,373.4%
-217.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +0.5% | -3.8% | +4.3% | +1.0% |
| 30D | +7.0% | -14.4% | +21.4% | +9.0% |
| 3M | -4.4% | -17.9% | +13.6% | -2.2% |
| 6M | +11.6% | -18.3% | +29.8% | +13.8% |
| YTD | +18.6% | +43.2% | -24.6% | +12.8% |
| 1Y | +29.8% | +57.7% | -27.9% | +21.9% |
| 3Y | +140.7% | +22.7% | +118.0% | +129.7% |
| 5Y | +48.6% | -34.0% | +82.6% | +51.7% |
| 10Y | +224.4% | +279.5% | -55.1% | +176.9% |
| All | +1,156.1% | +1,373.4% | -217.3% | +980.8% |
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