+351.3%
DAL vs FAST
+1,419.7%
-1,068.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.3% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -13.9% | -0.8% | -13.1% | -13.7% |
| 3M | +1.1% | +5.8% | -4.7% | -2.6% |
| 6M | +26.2% | +8.0% | +18.3% | +19.6% |
| YTD | +16.4% | +25.6% | -9.2% | +0.3% |
| 1Y | +33.9% | +0.8% | +33.0% | +31.2% |
| 3Y | +93.4% | +86.1% | +7.3% | +28.7% |
| 5Y | +106.4% | +100.2% | +6.1% | +28.8% |
| 10Y | +143.0% | +494.2% | -351.2% | -30.7% |
| All | +351.3% | +1,419.7% | -1,068.4% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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