+822.2%
FITB vs DG
+632.1%
+190.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.6% | -3.0% | +2.4% | +0.1% |
| 30D | +7.0% | +8.6% | -1.6% | +5.0% |
| 3M | -4.8% | +15.0% | -19.8% | -7.9% |
| 6M | +13.5% | +32.7% | -19.1% | +6.1% |
| YTD | +19.1% | +5.5% | +13.6% | +16.4% |
| 1Y | +30.8% | +34.6% | -3.8% | +20.8% |
| 3Y | +141.6% | +24.2% | +117.4% | +117.9% |
| 5Y | +48.3% | -32.3% | +80.5% | +54.3% |
| 10Y | +215.9% | +111.1% | +104.8% | +132.9% |
| All | +822.2% | +632.1% | +190.1% | +339.4% |
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