+351.3%
DAL vs FTI
+594.7%
-243.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +0.1% | +5.3% | -5.1% | -1.5% |
| 30D | -13.9% | +15.3% | -29.3% | -17.8% |
| 3M | +1.1% | +15.8% | -14.7% | -4.3% |
| 6M | +26.2% | +22.6% | +3.7% | +16.6% |
| YTD | +16.4% | +79.5% | -63.1% | -4.7% |
| 1Y | +33.9% | +102.0% | -68.2% | +5.0% |
| 3Y | +93.4% | +315.8% | -222.4% | +16.8% |
| 5Y | +106.4% | +1,129.5% | -1,023.2% | -18.1% |
| 10Y | +143.0% | +320.9% | -178.0% | +13.8% |
| All | +351.3% | +594.7% | -243.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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