+381.8%
DAL vs FLUT
+206.1%
+175.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.8% | -4.5% |
| 7D | +4.6% | +4.8% | -0.2% | +4.0% |
| 30D | +2.3% | +8.8% | -6.5% | +1.3% |
| 3M | -8.1% | -10.7% | +2.6% | -7.3% |
| 6M | +21.4% | -19.7% | +41.1% | +23.4% |
| YTD | +24.3% | -61.4% | +85.7% | +36.0% |
| 1Y | +47.4% | -61.6% | +109.0% | +61.2% |
| 3Y | +164.6% | -51.4% | +216.0% | +184.4% |
| 5Y | +100.2% | -51.0% | +151.2% | +111.1% |
| 10Y | +124.9% | -25.2% | +150.0% | +136.1% |
| All | +381.8% | +206.1% | +175.8% | +367.4% |
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