+351.3%
DAL vs FLR
+39.0%
+312.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.5% |
| 7D | +0.1% | +5.4% | -5.3% | -1.6% |
| 30D | -13.9% | +11.4% | -25.3% | -17.6% |
| 3M | +1.1% | +11.4% | -10.3% | -3.7% |
| 6M | +26.2% | +16.6% | +9.6% | +17.5% |
| YTD | +16.4% | +41.7% | -25.3% | +1.5% |
| 1Y | +33.9% | +35.4% | -1.6% | +17.9% |
| 3Y | +93.4% | +57.3% | +36.1% | +55.0% |
| 5Y | +106.4% | +241.0% | -134.6% | +23.3% |
| 10Y | +143.0% | +16.6% | +126.3% | +72.1% |
| All | +351.3% | +39.0% | +312.3% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling