+122.8%
DAL vs CAPR
-68.5%
+191.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +2.0% |
| 7D | +8.8% | +41.1% | -32.3% | +7.8% |
| 30D | +5.4% | +11.1% | -5.7% | +5.0% |
| 3M | -4.9% | +115.3% | -120.2% | -7.5% |
| 6M | +19.8% | -73.8% | +93.7% | +21.7% |
| YTD | +27.0% | -68.8% | +95.8% | +28.0% |
| 1Y | +52.5% | +43.3% | +9.1% | +37.9% |
| 3Y | +173.8% | +214.7% | -40.8% | +129.3% |
| 5Y | +104.5% | +141.3% | -36.7% | +69.1% |
| All | +122.8% | -68.5% | +191.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling