+403.7%
DAL vs FICO
+1,912.9%
-1,509.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.2% | +10.4% | +8.5% |
| 7D | +11.1% | +0.4% | +10.7% | +10.8% |
| 30D | +7.7% | +1.7% | +6.1% | +5.3% |
| 3M | -3.5% | -33.0% | +29.5% | +7.4% |
| 6M | +31.3% | -33.9% | +65.2% | +42.9% |
| YTD | +30.0% | -58.5% | +88.5% | +69.8% |
| 1Y | +62.1% | -56.4% | +118.4% | +105.7% |
| 3Y | +176.6% | -24.7% | +201.3% | +148.2% |
| 5Y | +126.2% | +83.1% | +43.1% | +21.1% |
| 10Y | +135.1% | +517.2% | -382.1% | -41.8% |
| All | +403.7% | +1,912.9% | -1,509.1% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling