+119.1%
DAL vs FIS
-72.0%
+191.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +10.7% | -27.4% | +38.1% | +20.6% |
| 30D | +12.5% | -16.8% | +29.4% | +16.0% |
| 3M | +3.6% | -32.6% | +36.3% | +15.8% |
| 6M | +26.7% | -33.4% | +60.1% | +41.2% |
| YTD | +34.3% | -56.0% | +90.3% | +77.2% |
| 1Y | +59.1% | -55.1% | +114.2% | +107.9% |
| 3Y | +179.9% | -41.4% | +221.3% | +223.6% |
| 5Y | +119.1% | -72.7% | +191.8% | +265.9% |
| All | +119.1% | -72.0% | +191.1% | +265.9% |
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