+100.2%
DAL vs FIS
-70.4%
+170.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.9% |
| 7D | +4.6% | -21.2% | +25.7% | +10.6% |
| 30D | +2.3% | -12.1% | +14.4% | +3.5% |
| 3M | -8.1% | -30.6% | +22.5% | +1.8% |
| 6M | +21.4% | -35.5% | +56.9% | +37.2% |
| YTD | +24.3% | -54.4% | +78.7% | +62.0% |
| 1Y | +47.4% | -52.9% | +100.3% | +89.3% |
| 3Y | +164.6% | -38.7% | +203.3% | +201.2% |
| 5Y | +100.2% | -70.4% | +170.7% | +210.5% |
| All | +100.2% | -70.4% | +170.6% | +210.5% |
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 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