+100.2%
DAL vs FDS
-19.3%
+119.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | +4.6% | +6.4% | -1.8% | +3.0% |
| 30D | +2.3% | +25.2% | -22.8% | -3.2% |
| 3M | -8.1% | +22.9% | -31.0% | -13.3% |
| 6M | +21.4% | +56.5% | -35.1% | +5.1% |
| YTD | +24.3% | +19.0% | +5.4% | +18.8% |
| 1Y | +47.4% | +32.7% | +14.7% | +32.9% |
| 3Y | +164.6% | -20.4% | +185.0% | +205.2% |
| 5Y | +100.2% | -19.6% | +119.8% | +108.8% |
| All | +100.2% | -19.3% | +119.5% | +108.8% |
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