+351.3%
DAL vs FLUT
+269.3%
+82.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.0% |
| 7D | +0.1% | -1.6% | +1.8% | +0.3% |
| 30D | -13.9% | +7.7% | -21.7% | -14.7% |
| 3M | +1.1% | -0.7% | +1.8% | +0.7% |
| 6M | +26.2% | -11.2% | +37.4% | +27.1% |
| YTD | +16.4% | -53.4% | +69.9% | +25.2% |
| 1Y | +33.9% | -65.8% | +99.6% | +48.1% |
| 3Y | +93.4% | -44.9% | +138.3% | +104.9% |
| 5Y | +106.4% | -49.7% | +156.0% | +114.4% |
| 10Y | +143.0% | -9.7% | +152.7% | +150.5% |
| All | +351.3% | +269.3% | +82.0% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling