+5,892.0%
FIX vs DAL
+142.6%
+5,749.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.2% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | -7.2% | -13.9% | +6.7% | -1.5% |
| 3M | -15.9% | +1.1% | -16.9% | -16.4% |
| 6M | +12.7% | +26.2% | -13.5% | +2.2% |
| YTD | +72.8% | +16.4% | +56.4% | +60.8% |
| 1Y | +122.9% | +33.9% | +89.0% | +95.7% |
| 3Y | +774.3% | +93.4% | +680.9% | +537.1% |
| 5Y | +2,049.5% | +106.4% | +1,943.1% | +1,358.9% |
| All | +5,892.0% | +142.6% | +5,749.4% | +3,813.3% |
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