+351.3%
DAL vs FFIV
+907.7%
-556.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | -13.9% | -5.1% | -8.9% | -12.3% |
| 3M | +1.1% | -4.5% | +5.5% | +2.3% |
| 6M | +26.2% | +36.5% | -10.2% | +9.5% |
| YTD | +16.4% | +53.0% | -36.5% | -4.1% |
| 1Y | +33.9% | +24.2% | +9.6% | +19.4% |
| 3Y | +93.4% | +137.2% | -43.8% | +32.9% |
| 5Y | +106.4% | +91.8% | +14.6% | +51.5% |
| 10Y | +143.0% | +215.2% | -72.2% | +43.1% |
| All | +351.3% | +907.7% | -556.4% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling