-3.0%
FISV vs DAL
+126.9%
-129.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.1% | -4.3% |
| 7D | -6.4% | +0.8% | -7.2% | -6.6% |
| 30D | -6.8% | -11.7% | +4.9% | -3.7% |
| 3M | -10.0% | -2.7% | -7.2% | -9.6% |
| 6M | -20.6% | +30.7% | -51.3% | -26.7% |
| YTD | -27.6% | +14.4% | -41.9% | -31.0% |
| 1Y | -64.3% | +31.2% | -95.5% | -67.5% |
| 3Y | -60.0% | +99.4% | -159.4% | -68.9% |
| 5Y | -57.7% | +98.6% | -156.3% | -68.1% |
| 10Y | -3.0% | +135.0% | -138.0% | -35.5% |
| All | -3.0% | +126.9% | -129.9% | -35.5% |
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 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