+62.1%
DAL vs FLR
+2.5%
+59.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +7.9% | +7.4% |
| 7D | +11.1% | +1.4% | +9.7% | +10.6% |
| 30D | +7.7% | -5.9% | +13.6% | +9.3% |
| 3M | -3.5% | -7.6% | +4.1% | -2.3% |
| 6M | +31.3% | -9.3% | +40.6% | +31.8% |
| YTD | +30.0% | +20.1% | +9.8% | +13.2% |
| 1Y | +62.1% | +3.0% | +59.1% | +53.6% |
| All | +62.1% | +2.5% | +59.6% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling