+118.1%
DAL vs FIVE
+566.1%
-448.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | -0.1% | -2.8% |
| 7D | +4.6% | -1.7% | +6.3% | +5.3% |
| 30D | +2.3% | +14.9% | -12.6% | -2.9% |
| 3M | -8.1% | +7.6% | -15.7% | -11.1% |
| 6M | +21.4% | +6.4% | +15.0% | +16.7% |
| YTD | +24.3% | +28.1% | -3.8% | +10.9% |
| 1Y | +47.4% | +54.7% | -7.3% | +22.3% |
| 3Y | +164.6% | +36.1% | +128.6% | +110.0% |
| 5Y | +100.2% | +14.9% | +85.3% | +62.2% |
| All | +118.1% | +566.1% | -448.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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