+835.1%
DAL vs FIVE
+868.1%
-33.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 6M | +26.2% | +14.4% | +11.9% | +19.0% |
| YTD | +16.4% | +33.9% | -17.5% | +4.1% |
| 1Y | +33.9% | +65.1% | -31.2% | +11.1% |
| 3Y | +93.4% | +49.0% | +44.4% | +53.2% |
| 5Y | +106.4% | +30.3% | +76.1% | +64.5% |
| 10Y | +143.0% | +481.1% | -338.1% | +26.2% |
| All | +835.1% | +868.1% | -33.1% | +357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling