+132.2%
DAL vs FLR
+18.9%
+113.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.4% |
| 7D | +0.1% | +5.4% | -5.3% | -1.4% |
| 30D | -13.9% | +11.4% | -25.3% | -17.0% |
| 3M | +1.1% | +11.4% | -10.3% | -2.9% |
| 6M | +26.2% | +16.6% | +9.6% | +19.0% |
| YTD | +16.4% | +41.7% | -25.3% | +3.9% |
| 1Y | +33.9% | +35.4% | -1.6% | +20.5% |
| 3Y | +93.4% | +57.3% | +36.1% | +61.6% |
| 5Y | +106.4% | +241.0% | -134.6% | +37.6% |
| All | +132.2% | +18.9% | +113.3% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling