+122.8%
DAL vs FIS
-54.4%
+177.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.2% |
| 7D | +8.8% | -25.5% | +34.3% | +21.4% |
| 30D | +5.4% | -15.1% | +20.4% | +9.5% |
| 3M | -4.9% | -32.1% | +27.2% | +10.6% |
| 6M | +19.8% | -36.1% | +55.9% | +42.0% |
| YTD | +27.0% | -55.4% | +82.4% | +81.9% |
| 1Y | +52.5% | -53.9% | +106.3% | +114.1% |
| 3Y | +173.8% | -39.8% | +213.6% | +221.3% |
| 5Y | +104.5% | -71.1% | +175.6% | +255.5% |
| All | +122.8% | -54.4% | +177.2% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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