+105.0%
DAL vs FIVE
+505.3%
-400.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -4.7% |
| 7D | +1.4% | +2.4% | -1.1% | +0.5% |
| 30D | +9.1% | +15.8% | -6.8% | +3.3% |
| 3M | -3.5% | +3.8% | -7.3% | -5.2% |
| 6M | +23.4% | +18.5% | +4.8% | +14.1% |
| YTD | +26.0% | +31.2% | -5.2% | +11.5% |
| 1Y | +44.6% | +61.8% | -17.2% | +18.1% |
| 3Y | +162.7% | +39.9% | +122.8% | +106.4% |
| 5Y | +113.0% | +18.3% | +94.7% | +70.7% |
| All | +105.0% | +505.3% | -400.3% | -4.5% |
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