+179.9%
DAL vs FND
-34.0%
+213.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | +2.0% |
| 7D | +10.7% | +6.8% | +3.9% | +7.6% |
| 30D | +12.5% | +13.1% | -0.5% | +6.6% |
| 3M | +3.6% | -13.1% | +16.7% | +9.4% |
| 6M | +26.7% | -0.6% | +27.3% | +24.7% |
| YTD | +34.3% | -15.5% | +49.8% | +40.2% |
| 1Y | +59.1% | -13.7% | +72.8% | +64.6% |
| 3Y | +179.9% | -35.0% | +214.9% | +198.8% |
| All | +179.9% | -34.0% | +213.9% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling