+71.5%
FERG vs DAL
+106.7%
-35.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.8% |
| 7D | 0.0% | +0.1% | -0.2% | -0.1% |
| 30D | -10.2% | -13.9% | +3.7% | -6.0% |
| 3M | -0.6% | +1.1% | -1.7% | -1.1% |
| 6M | -6.5% | +26.2% | -32.8% | -13.6% |
| YTD | +4.2% | +16.4% | -12.2% | -1.6% |
| 1Y | -2.3% | +33.9% | -36.1% | -11.9% |
| 3Y | +48.5% | +93.4% | -44.9% | +13.7% |
| All | +71.5% | +106.7% | -35.2% | +23.2% |
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