+16.3%
FIX vs DAL
+50.2%
-33.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.4% | -0.3% |
| 7D | +17.0% | +1.4% | +15.6% | +16.4% |
| 30D | -30.6% | +9.1% | -39.7% | -33.6% |
| 3M | -35.0% | -3.5% | -31.5% | -34.0% |
| 6M | -44.0% | +23.4% | -67.3% | -49.8% |
| YTD | +21.1% | +26.0% | -4.9% | +3.2% |
| 1Y | +16.3% | +44.6% | -28.4% | -7.5% |
| All | +16.3% | +50.2% | -33.9% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling