+98.5%
DAL vs FICO
+4.8%
+93.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.7% | +18.5% | +4.6% |
| 7D | +0.1% | -19.2% | +19.3% | +3.5% |
| 30D | -13.9% | -14.6% | +0.7% | -12.1% |
| 3M | +1.1% | -20.1% | +21.2% | +3.3% |
| 6M | +26.2% | -36.3% | +62.6% | +35.2% |
| YTD | +16.4% | -44.9% | +61.3% | +29.1% |
| 1Y | +33.9% | -38.6% | +72.5% | +41.9% |
| All | +98.5% | +4.8% | +93.7% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling