+122.8%
DAL vs FLEX
+569.0%
-446.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +0.4% |
| 7D | +8.8% | -19.3% | +28.1% | +16.7% |
| 30D | +5.4% | -41.5% | +46.9% | +26.8% |
| 3M | -4.9% | -43.1% | +38.2% | +14.8% |
| 6M | +19.8% | -48.2% | +68.1% | +46.1% |
| YTD | +27.0% | +15.5% | +11.5% | +3.5% |
| 1Y | +52.5% | +10.2% | +42.2% | +26.2% |
| 3Y | +173.8% | +256.8% | -83.0% | +28.5% |
| 5Y | +104.5% | +408.2% | -303.6% | -19.5% |
| All | +122.8% | +569.0% | -446.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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