+135.1%
DAL vs FN
+789.5%
-654.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.0% | +13.1% | +8.6% |
| 7D | +11.1% | -7.0% | +18.1% | +12.3% |
| 30D | +7.7% | -24.7% | +32.4% | +14.1% |
| 3M | -3.5% | -35.7% | +32.1% | +5.0% |
| 6M | +31.3% | -52.4% | +83.7% | +50.1% |
| YTD | +30.0% | -25.0% | +54.9% | +27.8% |
| 1Y | +62.1% | -25.7% | +87.7% | +58.5% |
| 3Y | +176.6% | +110.2% | +66.4% | +84.2% |
| 5Y | +126.2% | +192.3% | -66.2% | +29.7% |
| 10Y | +135.1% | +812.3% | -677.2% | +0.6% |
| All | +135.1% | +789.5% | -654.4% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling