+111.4%
DAL vs FIS
-71.2%
+182.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -1.7% |
| 7D | -1.1% | +2.8% | -3.9% | -2.1% |
| 30D | +12.8% | -16.7% | +29.6% | +16.5% |
| 3M | -5.3% | -32.3% | +27.0% | +5.9% |
| 6M | +22.4% | -29.1% | +51.4% | +33.2% |
| YTD | +25.6% | -54.1% | +79.7% | +63.3% |
| 1Y | +45.5% | -53.7% | +99.2% | +88.3% |
| 3Y | +161.0% | -38.8% | +199.8% | +197.2% |
| All | +111.4% | -71.2% | +182.7% | +233.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling