+494.6%
FERG vs DAL
+136.2%
+358.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +5.3% | +5.9% | +10.3% |
| 7D | +7.3% | +10.0% | -2.7% | +5.6% |
| 30D | +18.1% | +12.0% | +6.1% | +15.8% |
| 3M | +1.6% | +0.8% | +0.9% | +1.4% |
| 6M | +8.5% | +26.2% | -17.7% | +4.0% |
| YTD | +18.6% | +33.7% | -15.1% | +12.2% |
| 1Y | +5.7% | +57.6% | -51.9% | -2.6% |
| 3Y | +74.0% | +183.5% | -109.5% | +45.2% |
| 5Y | +83.9% | +114.2% | -30.3% | +55.4% |
| 10Y | +494.6% | +128.1% | +366.5% | +390.1% |
| All | +494.6% | +136.2% | +358.4% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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