+105.8%
DAL vs FDS
-17.4%
+123.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | -13.9% | +9.0% | -22.9% | -16.1% |
| 3M | +1.1% | +18.9% | -17.8% | -4.3% |
| 6M | +26.2% | +35.1% | -8.9% | +13.4% |
| YTD | +16.4% | +5.5% | +10.9% | +14.9% |
| 1Y | +33.9% | -16.8% | +50.7% | +47.0% |
| 3Y | +93.4% | -28.1% | +121.4% | +127.1% |
| All | +105.8% | -17.4% | +123.2% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling