+114.5%
DAL vs FGI
-70.4%
+184.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.7% | +1.7% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | -13.9% | +65.4% | -79.3% | -15.3% |
| 3M | +1.1% | +23.5% | -22.4% | -0.2% |
| 6M | +26.2% | +60.5% | -34.3% | +23.2% |
| YTD | +16.4% | +30.0% | -13.6% | +14.0% |
| 1Y | +33.9% | +82.1% | -48.2% | +29.3% |
| 3Y | +93.4% | -4.4% | +97.8% | +90.5% |
| All | +114.5% | -70.4% | +184.9% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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