+100.2%
DAL vs FICO
+84.1%
+16.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.5% |
| 7D | +4.6% | -0.3% | +4.8% | +4.5% |
| 30D | +2.3% | +1.7% | +0.6% | +1.2% |
| 3M | -8.1% | -35.2% | +27.1% | -1.5% |
| 6M | +21.4% | -33.7% | +55.1% | +27.0% |
| YTD | +24.3% | -58.2% | +82.5% | +46.7% |
| 1Y | +47.4% | -56.6% | +104.0% | +71.3% |
| 3Y | +164.6% | -24.0% | +188.6% | +142.4% |
| 5Y | +100.2% | +86.1% | +14.2% | +22.6% |
| All | +100.2% | +84.1% | +16.2% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling