+65.0%
FERG vs DAL
+101.3%
-36.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.5% |
| 7D | -2.1% | +8.8% | -10.9% | -4.7% |
| 30D | +8.7% | +5.4% | +3.3% | +6.7% |
| 3M | -7.4% | -4.9% | -2.5% | -6.2% |
| 6M | -6.6% | +19.8% | -26.5% | -12.4% |
| YTD | +6.6% | +27.0% | -20.4% | -2.5% |
| 1Y | -3.6% | +52.5% | -56.0% | -16.9% |
| 3Y | +56.4% | +173.8% | -117.4% | +5.6% |
| All | +65.0% | +101.3% | -36.3% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling