+351.3%
DAL vs FDS
+507.6%
-156.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +3.7% |
| 7D | +0.1% | -1.9% | +2.0% | +1.0% |
| 30D | -13.9% | +9.0% | -22.9% | -18.3% |
| 3M | +1.1% | +18.9% | -17.8% | -10.3% |
| 6M | +26.2% | +35.1% | -8.9% | +1.5% |
| YTD | +16.4% | +5.5% | +10.9% | +6.0% |
| 1Y | +33.9% | -16.8% | +50.7% | +37.6% |
| 3Y | +93.4% | -28.1% | +121.4% | +114.7% |
| 5Y | +106.4% | -17.4% | +123.8% | +104.9% |
| 10Y | +143.0% | +85.4% | +57.5% | +29.7% |
| All | +351.3% | +507.6% | -156.4% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling