+822.5%
FITB vs DG
+606.1%
+216.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +0.6% | +8.4% | -7.8% | -1.1% |
| 30D | -4.7% | +4.9% | -9.7% | -5.8% |
| 3M | +6.7% | +29.3% | -22.7% | +0.6% |
| 6M | +12.6% | -11.3% | +23.8% | +14.7% |
| YTD | +19.1% | +1.8% | +17.4% | +17.7% |
| 1Y | +22.6% | +25.3% | -2.7% | +15.2% |
| 3Y | +127.1% | +9.1% | +118.0% | +111.9% |
| 5Y | +71.8% | -34.9% | +106.7% | +80.7% |
| 10Y | +287.2% | +108.2% | +179.0% | +186.5% |
| All | +822.5% | +606.1% | +216.4% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling