+548.8%
FITB vs DGX
+8,794.8%
-8,245.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.4% | -2.2% | +1.8% | +0.5% |
| 30D | -5.1% | -0.9% | -4.2% | -4.9% |
| 3M | +3.5% | +15.6% | -12.1% | -2.5% |
| 6M | +17.2% | +17.8% | -0.6% | +9.4% |
| YTD | +17.6% | +37.5% | -19.8% | +2.9% |
| 1Y | +23.4% | +31.2% | -7.8% | +9.6% |
| 3Y | +129.7% | +96.6% | +33.1% | +71.2% |
| 5Y | +68.4% | +64.9% | +3.5% | +33.0% |
| 10Y | +285.6% | +254.6% | +31.0% | +123.3% |
| All | +548.8% | +8,794.8% | -8,245.9% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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