+58.4%
DAL vs FDS
+26.9%
+31.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.6% | +5.3% |
| 7D | +10.0% | -5.0% | +15.0% | +9.9% |
| 30D | +12.0% | +13.8% | -1.7% | +12.5% |
| 3M | +0.8% | +14.8% | -14.1% | +1.3% |
| 6M | +26.2% | +47.4% | -21.2% | +28.2% |
| YTD | +33.7% | +14.2% | +19.5% | +37.9% |
| All | +58.4% | +26.9% | +31.5% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling