+122.8%
DAL vs FIVE
+563.4%
-440.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +8.8% | -0.3% | +9.1% | +9.0% |
| 30D | +5.4% | +17.7% | -12.3% | -0.8% |
| 3M | -4.9% | +4.0% | -8.9% | -6.8% |
| 6M | +19.8% | +2.6% | +17.2% | +16.8% |
| YTD | +27.0% | +27.6% | -0.6% | +13.5% |
| 1Y | +52.5% | +59.9% | -7.5% | +25.0% |
| 3Y | +173.8% | +35.8% | +138.1% | +117.5% |
| 5Y | +104.5% | +14.4% | +90.1% | +65.9% |
| All | +122.8% | +563.4% | -440.6% | +1.8% |
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