+47.4%
DAL vs FN
-36.4%
+83.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.2% | +9.9% | -2.9% |
| 7D | +4.6% | -16.0% | +20.5% | +6.1% |
| 30D | +2.3% | -40.1% | +42.4% | +7.6% |
| 3M | -8.1% | -43.9% | +35.8% | -3.2% |
| 6M | +21.4% | -55.6% | +77.1% | +29.7% |
| YTD | +24.3% | -35.7% | +60.0% | +22.7% |
| 1Y | +47.4% | -39.8% | +87.2% | +46.7% |
| All | +47.4% | -36.4% | +83.8% | +46.7% |
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