+986.0%
DAL vs ACWI
+356.8%
+629.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | +0.5% | -0.4% | -0.5% |
| 30D | -13.9% | +0.9% | -14.8% | -14.8% |
| 3M | +1.1% | +2.4% | -1.3% | -1.9% |
| 6M | +26.2% | +12.4% | +13.9% | +9.5% |
| YTD | +16.4% | +15.2% | +1.3% | -1.8% |
| 1Y | +33.9% | +22.7% | +11.1% | +4.4% |
| 3Y | +93.4% | +75.8% | +17.6% | -0.3% |
| 5Y | +106.4% | +67.7% | +38.6% | +15.2% |
| 10Y | +143.0% | +229.0% | -86.0% | -35.0% |
| All | +986.0% | +356.8% | +629.2% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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