+122.8%
DAL vs FDS
+135.4%
-12.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +3.4% |
| 7D | +8.8% | -0.5% | +9.3% | +9.0% |
| 30D | +5.4% | +20.2% | -14.8% | -1.3% |
| 3M | -4.9% | +19.9% | -24.8% | -11.7% |
| 6M | +19.8% | +56.2% | -36.3% | -1.6% |
| YTD | +27.0% | +14.6% | +12.4% | +16.8% |
| 1Y | +52.5% | +31.6% | +20.9% | +30.7% |
| 3Y | +173.8% | -23.8% | +197.7% | +200.8% |
| 5Y | +104.5% | -22.6% | +127.1% | +119.3% |
| All | +122.8% | +135.4% | -12.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling