+125.6%
DAL vs FDS
+127.5%
-1.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +10.7% | -2.0% | +12.7% | +11.5% |
| 30D | +12.5% | +13.5% | -1.0% | +7.5% |
| 3M | +3.6% | +15.2% | -11.5% | -2.4% |
| 6M | +26.7% | +47.0% | -20.3% | +6.7% |
| YTD | +34.3% | +13.9% | +20.4% | +23.8% |
| 1Y | +59.1% | +25.2% | +34.0% | +39.6% |
| 3Y | +179.9% | -25.3% | +205.2% | +210.2% |
| 5Y | +119.1% | -23.3% | +142.4% | +135.9% |
| 10Y | +125.6% | +126.0% | -0.4% | +37.4% |
| All | +125.6% | +127.5% | -1.8% | +37.4% |
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