+118.1%
DAL vs FICO
+514.7%
-396.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.6% |
| 7D | +4.6% | -0.3% | +4.8% | +4.5% |
| 30D | +2.3% | +1.7% | +0.6% | +0.7% |
| 3M | -8.1% | -35.2% | +27.1% | +0.9% |
| 6M | +21.4% | -33.7% | +55.1% | +29.4% |
| YTD | +24.3% | -58.2% | +82.5% | +53.3% |
| 1Y | +47.4% | -56.6% | +104.0% | +78.5% |
| 3Y | +164.6% | -24.0% | +188.6% | +140.1% |
| 5Y | +100.2% | +86.1% | +14.2% | +17.4% |
| All | +118.1% | +514.7% | -396.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling