+128.1%
DAL vs CAPR
-64.9%
+193.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.4% | -4.2% | +5.0% |
| 7D | +10.0% | +36.0% | -26.0% | +9.1% |
| 30D | +12.0% | +25.8% | -13.8% | +11.3% |
| 3M | +0.8% | +140.8% | -140.0% | -2.3% |
| 6M | +26.2% | -67.6% | +93.8% | +27.4% |
| YTD | +33.7% | -65.9% | +99.6% | +34.4% |
| 1Y | +57.6% | +66.1% | -8.5% | +41.9% |
| 3Y | +183.5% | +256.9% | -73.4% | +136.5% |
| 5Y | +114.2% | +172.1% | -57.9% | +76.4% |
| 10Y | +128.1% | -64.7% | +192.8% | +72.9% |
| All | +128.1% | -64.9% | +193.1% | +72.9% |
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