+122.8%
DAL vs FLR
+11.0%
+111.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.2% | +1.3% |
| 7D | +8.8% | -0.8% | +9.6% | +9.0% |
| 30D | +5.4% | -9.1% | +14.5% | +8.0% |
| 3M | -4.9% | -4.7% | -0.3% | -4.7% |
| 6M | +19.8% | -14.2% | +34.1% | +22.4% |
| YTD | +27.0% | +17.3% | +9.7% | +18.8% |
| 1Y | +52.5% | +4.3% | +48.2% | +47.1% |
| 3Y | +173.8% | +30.7% | +143.1% | +139.5% |
| 5Y | +104.5% | +101.3% | +3.2% | +55.7% |
| All | +122.8% | +11.0% | +111.8% | +64.5% |
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