+168.1%
DAL vs CAPR
+200.7%
-32.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.8% | -4.3% |
| 7D | +4.6% | +29.7% | -25.2% | +4.1% |
| 30D | +2.3% | +11.0% | -8.6% | +2.1% |
| 3M | -8.1% | +118.8% | -126.9% | -9.5% |
| 6M | +21.4% | -73.9% | +95.3% | +22.6% |
| YTD | +24.3% | -70.2% | +94.5% | +25.1% |
| 1Y | +47.4% | +38.3% | +9.1% | +39.4% |
| All | +168.1% | +200.7% | -32.6% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling