+105.8%
DAL vs FIVE
+31.2%
+74.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.1% |
| 7D | +0.1% | +4.3% | -4.1% | -1.3% |
| 30D | -13.9% | +12.5% | -26.4% | -17.5% |
| 3M | +1.1% | +31.2% | -30.2% | -8.3% |
| 6M | +26.2% | +14.4% | +11.9% | +18.8% |
| YTD | +16.4% | +33.9% | -17.5% | +3.8% |
| 1Y | +33.9% | +65.1% | -31.2% | +10.5% |
| 3Y | +93.4% | +49.0% | +44.4% | +51.5% |
| All | +105.8% | +31.2% | +74.6% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling