+33.9%
DAL vs FN
+17.1%
+16.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.5% |
| 7D | +0.1% | -1.7% | +1.8% | +0.3% |
| 30D | -13.9% | -22.0% | +8.1% | -11.9% |
| 3M | +1.1% | -43.0% | +44.1% | +6.5% |
| 6M | +26.2% | -27.7% | +54.0% | +26.2% |
| YTD | +16.4% | -10.5% | +26.9% | +11.3% |
| 1Y | +33.9% | +12.5% | +21.4% | +20.0% |
| All | +33.9% | +17.1% | +16.8% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling