+111.4%
DAL vs FLR
+112.0%
-0.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | 0.0% |
| 7D | -1.1% | +5.4% | -6.5% | -2.7% |
| 30D | +12.8% | +2.8% | +10.0% | +11.7% |
| 3M | -5.3% | -6.4% | +1.1% | -3.9% |
| 6M | +22.4% | +8.8% | +13.6% | +16.7% |
| YTD | +25.6% | +23.6% | +2.0% | +13.4% |
| 1Y | +45.5% | +13.8% | +31.7% | +34.9% |
| 3Y | +161.0% | +36.5% | +124.5% | +113.4% |
| All | +111.4% | +112.0% | -0.6% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling