+126.2%
DAL vs FICO
+81.8%
+44.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.2% | +10.4% | +7.8% |
| 7D | +11.1% | +0.4% | +10.7% | +10.9% |
| 30D | +7.7% | +1.7% | +6.1% | +6.6% |
| 3M | -3.5% | -33.0% | +29.5% | +2.4% |
| 6M | +31.3% | -33.9% | +65.2% | +37.4% |
| YTD | +30.0% | -58.5% | +88.5% | +53.6% |
| 1Y | +62.1% | -56.4% | +118.4% | +87.9% |
| 3Y | +176.6% | -24.7% | +201.3% | +154.2% |
| 5Y | +126.2% | +83.1% | +43.1% | +41.3% |
| All | +126.2% | +81.8% | +44.4% | +41.3% |
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