+105.8%
DAL vs FLUT
-50.4%
+156.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.5% |
| 7D | +0.1% | -1.6% | +1.8% | +0.6% |
| 30D | -13.9% | +7.7% | -21.7% | -16.2% |
| 3M | +1.1% | -0.7% | +1.8% | -0.2% |
| 6M | +26.2% | -11.2% | +37.4% | +28.4% |
| YTD | +16.4% | -53.4% | +69.9% | +45.5% |
| 1Y | +33.9% | -65.8% | +99.6% | +83.6% |
| 3Y | +93.4% | -44.9% | +138.3% | +126.1% |
| All | +105.8% | -50.4% | +156.2% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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