-3.0%
FERG vs DAL
+30.9%
-33.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +3.4% | +3.4% | 0.0% | +2.2% |
| 30D | -11.5% | -13.6% | +2.0% | -6.9% |
| 3M | +1.3% | +1.2% | +0.1% | +0.6% |
| 6M | -1.0% | +34.5% | -35.5% | -11.5% |
| YTD | +3.2% | +14.7% | -11.5% | -3.2% |
| 1Y | -3.0% | +29.2% | -32.2% | -13.5% |
| All | -3.0% | +30.9% | -33.8% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling