+168.1%
DAL vs FIVE
+35.4%
+132.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | -0.1% | -3.1% |
| 7D | +4.6% | -1.7% | +6.3% | +5.1% |
| 30D | +2.3% | +14.9% | -12.6% | -1.7% |
| 3M | -8.1% | +7.6% | -15.7% | -10.4% |
| 6M | +21.4% | +6.4% | +15.0% | +17.9% |
| YTD | +24.3% | +28.1% | -3.8% | +13.9% |
| 1Y | +47.4% | +54.7% | -7.3% | +27.7% |
| All | +168.1% | +35.4% | +132.7% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling