+351.3%
DAL vs A
+557.1%
-205.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.4% |
| 7D | +0.1% | -1.9% | +2.1% | +1.3% |
| 30D | -13.9% | +6.9% | -20.8% | -17.7% |
| 3M | +1.1% | +9.2% | -8.2% | -4.9% |
| 6M | +26.2% | +25.7% | +0.6% | +7.8% |
| YTD | +16.4% | +11.5% | +4.9% | +6.5% |
| 1Y | +33.9% | +18.4% | +15.5% | +17.1% |
| 3Y | +93.4% | +26.6% | +66.8% | +58.3% |
| 5Y | +106.4% | -12.8% | +119.2% | +106.0% |
| 10Y | +143.0% | +247.2% | -104.2% | -5.7% |
| All | +351.3% | +557.1% | -205.9% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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