-83.2%
FIG vs DAL
+74.1%
-157.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.1% | +1.8% |
| 7D | -12.6% | +10.0% | -22.7% | -14.3% |
| 30D | -13.8% | +12.0% | -25.8% | -15.9% |
| 3M | -16.7% | +0.8% | -17.5% | -17.1% |
| 6M | -6.1% | +26.2% | -32.3% | -11.3% |
| YTD | -48.1% | +33.7% | -81.8% | -52.5% |
| 1Y | -56.2% | +57.6% | -113.7% | -62.6% |
| All | -83.2% | +74.1% | -157.3% | -86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling