+122.8%
DAL vs FICO
+512.2%
-389.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +8.8% | -0.9% | +9.7% | +9.0% |
| 30D | +5.4% | +3.3% | +2.1% | +3.2% |
| 3M | -4.9% | -31.7% | +26.8% | +2.6% |
| 6M | +19.8% | -34.0% | +53.8% | +27.9% |
| YTD | +27.0% | -58.3% | +85.3% | +56.8% |
| 1Y | +52.5% | -57.9% | +110.4% | +86.9% |
| 3Y | +173.8% | -24.1% | +197.9% | +148.5% |
| 5Y | +104.5% | +85.3% | +19.2% | +20.1% |
| All | +122.8% | +512.2% | -389.4% | -32.6% |
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