+145.3%
DAL vs FLEX
+995.9%
-850.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | -13.9% | -10.1% | -3.8% | -10.5% |
| 3M | +1.1% | -31.3% | +32.4% | +14.8% |
| 6M | +26.2% | +71.3% | -45.0% | -7.8% |
| YTD | +16.4% | +81.2% | -64.8% | -18.0% |
| 1Y | +33.9% | +98.5% | -64.6% | -10.3% |
| 3Y | +93.4% | +428.2% | -334.9% | -19.7% |
| 5Y | +106.4% | +657.3% | -550.9% | -28.3% |
| All | +145.3% | +995.9% | -850.6% | -36.4% |
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