+381.8%
DAL vs FIS
+43.3%
+338.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.6% |
| 7D | +4.6% | -21.2% | +25.7% | +15.7% |
| 30D | +2.3% | -12.1% | +14.4% | +5.4% |
| 3M | -8.1% | -30.6% | +22.5% | +9.0% |
| 6M | +21.4% | -35.5% | +56.9% | +48.2% |
| YTD | +24.3% | -54.4% | +78.7% | +86.6% |
| 1Y | +47.4% | -52.9% | +100.3% | +116.5% |
| 3Y | +164.6% | -38.7% | +203.3% | +216.5% |
| 5Y | +100.2% | -70.4% | +170.7% | +259.9% |
| 10Y | +124.9% | -52.8% | +177.6% | +179.7% |
| All | +381.8% | +43.3% | +338.5% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling