+128.1%
DAL vs FLR
+17.5%
+110.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.3% | -3.0% | +3.0% |
| 7D | +10.0% | +8.5% | +1.5% | +7.6% |
| 30D | +12.0% | -0.7% | +12.7% | +12.1% |
| 3M | +0.8% | -11.7% | +12.5% | +3.6% |
| 6M | +26.2% | +16.2% | +10.0% | +19.3% |
| YTD | +33.7% | +27.0% | +6.7% | +22.4% |
| 1Y | +57.6% | +10.1% | +47.5% | +49.8% |
| 3Y | +183.5% | +46.2% | +137.3% | +140.7% |
| 5Y | +114.2% | +121.4% | -7.3% | +58.9% |
| 10Y | +128.1% | +11.0% | +117.1% | +66.4% |
| All | +128.1% | +17.5% | +110.6% | +66.4% |
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