+28.9%
FITB vs DG
+31.9%
-3.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.6% |
| 7D | +0.8% | -2.5% | +3.3% | +1.2% |
| 30D | +7.3% | +7.7% | -0.4% | +6.2% |
| 3M | -6.3% | +13.1% | -19.4% | -8.0% |
| 6M | +12.6% | +32.0% | -19.5% | +7.7% |
| YTD | +18.0% | +3.3% | +14.6% | +17.0% |
| 1Y | +28.9% | +31.7% | -2.8% | +25.1% |
| All | +28.9% | +31.9% | -3.0% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling