+168.1%
DAL vs FLEX
+238.9%
-70.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.6% | +9.3% | -0.4% |
| 7D | +4.6% | -28.3% | +32.9% | +14.3% |
| 30D | +2.3% | -45.0% | +47.3% | +20.8% |
| 3M | -8.1% | -45.2% | +37.2% | +8.1% |
| 6M | +21.4% | -30.8% | +52.2% | +24.4% |
| YTD | +24.3% | +10.4% | +13.9% | +1.1% |
| 1Y | +47.4% | +2.3% | +45.1% | +23.5% |
| All | +168.1% | +238.9% | -70.8% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling