+105.0%
DAL vs FDS
+127.0%
-22.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.3% | -4.9% |
| 7D | +1.4% | -2.6% | +4.0% | +2.2% |
| 30D | +9.1% | +14.1% | -5.0% | +4.0% |
| 3M | -3.5% | +19.8% | -23.3% | -10.3% |
| 6M | +23.4% | +55.0% | -31.6% | +1.8% |
| YTD | +26.0% | +15.9% | +10.2% | +15.5% |
| 1Y | +44.6% | +24.2% | +20.4% | +27.7% |
| 3Y | +162.7% | -24.0% | +186.7% | +189.4% |
| 5Y | +113.0% | -23.3% | +136.3% | +129.8% |
| All | +105.0% | +127.0% | -22.0% | +22.5% |
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