+381.8%
DAL vs FLEX
+667.3%
-285.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.6% | +9.3% | +1.4% |
| 7D | +4.6% | -28.3% | +32.9% | +18.6% |
| 30D | +2.3% | -45.0% | +47.3% | +28.2% |
| 3M | -8.1% | -45.2% | +37.2% | +14.5% |
| 6M | +21.4% | -30.8% | +52.2% | +27.4% |
| YTD | +24.3% | +10.4% | +13.9% | +3.5% |
| 1Y | +47.4% | +2.3% | +45.1% | +26.3% |
| 3Y | +164.6% | +238.9% | -74.3% | +26.4% |
| 5Y | +100.2% | +386.0% | -285.8% | -20.0% |
| 10Y | +124.9% | +551.1% | -426.2% | -31.5% |
| All | +381.8% | +667.3% | -285.5% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling