+948.1%
FIX vs DAL
+101.3%
+846.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.3% | +4.6% |
| 7D | -17.5% | +8.8% | -26.3% | -20.6% |
| 30D | -41.6% | +5.4% | -47.0% | -43.1% |
| 3M | -40.6% | -4.9% | -35.7% | -39.7% |
| 6M | -49.4% | +19.8% | -69.2% | -53.4% |
| YTD | +9.2% | +27.0% | -17.8% | -2.4% |
| 1Y | +6.5% | +52.5% | -46.0% | -11.5% |
| 3Y | +448.7% | +173.8% | +274.9% | +256.0% |
| All | +948.1% | +101.3% | +846.8% | +618.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling