+104.3%
DAL vs FLEX
+608.2%
-503.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.2% |
| 7D | -1.1% | +7.5% | -8.5% | -4.0% |
| 30D | +12.8% | -25.3% | +38.1% | +23.3% |
| 3M | -5.3% | -39.7% | +34.4% | +11.7% |
| 6M | +22.4% | -47.9% | +70.2% | +49.1% |
| YTD | +25.6% | +24.1% | +1.5% | -0.6% |
| 1Y | +45.5% | +26.0% | +19.6% | +13.7% |
| 3Y | +161.0% | +282.7% | -121.7% | +18.9% |
| 5Y | +112.2% | +424.2% | -312.0% | -17.5% |
| All | +104.3% | +608.2% | -503.9% | -40.9% |
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