+116.3%
DAL vs FLEX
+645.9%
-529.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -2.4% |
| 7D | +2.3% | +2.2% | +0.1% | +0.9% |
| 30D | +14.3% | -32.6% | +47.0% | +30.1% |
| 3M | +1.3% | -35.5% | +36.8% | +16.4% |
| 6M | +29.3% | -45.6% | +74.8% | +55.0% |
| YTD | +33.0% | +30.7% | +2.3% | +3.2% |
| 1Y | +59.8% | +28.4% | +31.5% | +24.3% |
| 3Y | +177.2% | +301.7% | -124.5% | +24.0% |
| 5Y | +118.4% | +473.3% | -354.9% | -18.1% |
| All | +116.3% | +645.9% | -529.5% | -38.7% |
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