+105.8%
DAL vs FFIV
+91.3%
+14.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.5% |
| 30D | -13.9% | -5.1% | -8.9% | -12.0% |
| 3M | +1.1% | -4.5% | +5.5% | +2.5% |
| 6M | +26.2% | +36.5% | -10.2% | +5.2% |
| YTD | +16.4% | +53.0% | -36.5% | -9.5% |
| 1Y | +33.9% | +24.2% | +9.6% | +15.4% |
| 3Y | +93.4% | +137.2% | -43.8% | +20.5% |
| All | +105.8% | +91.3% | +14.5% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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