+21.4%
DAL vs FDS
+51.7%
-30.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.4% |
| 7D | +4.6% | +6.4% | -1.8% | +4.8% |
| 30D | +2.3% | +25.2% | -22.8% | +3.3% |
| 3M | -8.1% | +22.9% | -31.0% | -7.2% |
| 6M | +21.4% | +56.5% | -35.1% | +24.6% |
| All | +21.4% | +51.7% | -30.3% | +24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling