+420.5%
DAL vs FLR
+24.9%
+395.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +10.7% | +5.1% | +5.6% | +9.0% |
| 30D | +12.5% | -0.5% | +13.0% | +12.5% |
| 3M | +3.6% | -3.5% | +7.1% | +4.2% |
| 6M | +26.7% | +16.5% | +10.3% | +18.4% |
| YTD | +34.3% | +27.3% | +7.0% | +20.7% |
| 1Y | +59.1% | +10.6% | +48.5% | +49.4% |
| 3Y | +179.9% | +39.4% | +140.5% | +132.7% |
| 5Y | +119.1% | +126.4% | -7.2% | +49.7% |
| 10Y | +125.6% | +8.4% | +117.2% | +64.1% |
| All | +420.5% | +24.9% | +395.6% | +149.6% |
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