+679.2%
DAL vs FN
+3,620.5%
-2,941.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | -13.9% | -22.0% | +8.1% | -10.0% |
| 3M | +1.1% | -43.0% | +44.1% | +11.4% |
| 6M | +26.2% | -27.7% | +54.0% | +29.8% |
| YTD | +16.4% | -10.5% | +26.9% | +12.8% |
| 1Y | +33.9% | +12.5% | +21.4% | +22.1% |
| 3Y | +93.4% | +153.8% | -60.4% | +39.3% |
| 5Y | +106.4% | +288.0% | -181.6% | +31.7% |
| 10Y | +143.0% | +906.4% | -763.5% | +25.4% |
| All | +679.2% | +3,620.5% | -2,941.3% | +240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling