+301.3%
FISV vs DAL
+329.9%
-28.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | -0.3% | +0.1% | -0.5% | -0.4% |
| 30D | -2.1% | -13.9% | +11.9% | +1.0% |
| 3M | -5.7% | +1.1% | -6.8% | -6.2% |
| 6M | -15.3% | +26.2% | -41.6% | -19.9% |
| YTD | -21.1% | +16.4% | -37.5% | -24.3% |
| 1Y | -61.1% | +33.9% | -94.9% | -63.9% |
| 3Y | -56.8% | +93.4% | -150.2% | -64.0% |
| 5Y | -54.2% | +106.4% | -160.5% | -63.0% |
| 10Y | +1.6% | +143.0% | -141.4% | -24.9% |
| All | +301.3% | +329.9% | -28.6% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling