+420.4%
FIX vs DAL
+162.4%
+258.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.3% | -7.2% | -9.6% |
| 7D | -27.2% | +4.6% | -31.8% | -29.1% |
| 30D | -46.9% | +2.3% | -49.2% | -47.7% |
| 3M | -44.4% | -8.1% | -36.3% | -42.6% |
| 6M | -50.9% | +21.4% | -72.3% | -55.6% |
| YTD | +3.5% | +24.3% | -20.8% | -8.1% |
| 1Y | -2.1% | +47.4% | -49.5% | -19.5% |
| All | +420.4% | +162.4% | +258.0% | +206.1% |
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