+98.5%
DAL vs CAPR
+40.5%
+58.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.8% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | -13.9% | +139.2% | -153.1% | -15.3% |
| 3M | +1.1% | -66.4% | +67.4% | +1.8% |
| 6M | +26.2% | -63.1% | +89.4% | +26.8% |
| YTD | +16.4% | -67.4% | +83.9% | +17.1% |
| 1Y | +33.9% | +58.2% | -24.4% | +25.9% |
| All | +98.5% | +40.5% | +58.0% | +66.4% |
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