+131.1%
FITB vs DG
+10.3%
+120.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.3% |
| 7D | +2.8% | -2.5% | +5.3% | +3.0% |
| 30D | -4.5% | +1.0% | -5.5% | -4.6% |
| 3M | +5.7% | +20.3% | -14.7% | +3.8% |
| 6M | +17.1% | -11.7% | +28.9% | +17.9% |
| YTD | +18.3% | -2.3% | +20.7% | +18.2% |
| 1Y | +23.9% | +20.0% | +3.9% | +21.7% |
| 3Y | +131.1% | +7.2% | +123.9% | +126.6% |
| All | +131.1% | +10.3% | +120.8% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling