+105.0%
DAL vs FIS
-55.0%
+160.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.1% | +0.9% | -2.3% |
| 7D | +1.4% | -3.5% | +4.9% | +2.9% |
| 30D | +9.1% | -19.4% | +28.5% | +16.3% |
| 3M | -3.5% | -31.6% | +28.1% | +11.5% |
| 6M | +23.4% | -32.5% | +55.9% | +42.1% |
| YTD | +26.0% | -56.0% | +82.0% | +81.3% |
| 1Y | +44.6% | -55.5% | +100.2% | +106.9% |
| 3Y | +162.7% | -41.3% | +204.0% | +212.0% |
| 5Y | +113.0% | -72.3% | +185.2% | +279.9% |
| All | +105.0% | -55.0% | +160.1% | +182.3% |
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