+9,090.3%
FIX vs DAL
+359.0%
+8,731.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.3% | -7.2% | -10.4% |
| 7D | -27.2% | +4.6% | -31.8% | -28.4% |
| 30D | -46.9% | +2.3% | -49.2% | -47.4% |
| 3M | -44.4% | -8.1% | -36.3% | -43.4% |
| 6M | -50.9% | +21.4% | -72.3% | -53.7% |
| YTD | +3.5% | +24.3% | -20.8% | -3.2% |
| 1Y | -2.1% | +47.4% | -49.5% | -12.6% |
| 3Y | +418.7% | +164.6% | +254.1% | +291.2% |
| 5Y | +894.6% | +100.2% | +794.3% | +684.9% |
| 10Y | +3,465.5% | +124.9% | +3,340.6% | +2,506.6% |
| All | +9,090.3% | +359.0% | +8,731.2% | +4,484.5% |
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 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