+128.1%
DAL vs FIS
-54.6%
+182.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.6% | +5.9% |
| 7D | +10.0% | -29.4% | +39.5% | +26.2% |
| 30D | +12.0% | -16.7% | +28.8% | +17.5% |
| 3M | +0.8% | -33.0% | +33.8% | +17.9% |
| 6M | +26.2% | -33.3% | +59.5% | +46.5% |
| YTD | +33.7% | -56.0% | +89.7% | +92.6% |
| 1Y | +57.6% | -54.6% | +112.2% | +122.9% |
| 3Y | +183.5% | -40.6% | +224.1% | +235.0% |
| 5Y | +114.2% | -71.9% | +186.1% | +278.9% |
| 10Y | +128.1% | -55.3% | +183.5% | +224.5% |
| All | +128.1% | -54.6% | +182.7% | +224.5% |
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