+100.2%
DAL vs CAPR
+126.3%
-26.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.8% | -4.3% |
| 7D | +4.6% | +29.7% | -25.2% | +4.0% |
| 30D | +2.3% | +11.0% | -8.6% | +2.1% |
| 3M | -8.1% | +118.8% | -126.9% | -9.9% |
| 6M | +21.4% | -73.9% | +95.3% | +22.9% |
| YTD | +24.3% | -70.2% | +94.5% | +25.2% |
| 1Y | +47.4% | +38.3% | +9.1% | +37.0% |
| 3Y | +164.6% | +199.7% | -35.0% | +112.3% |
| 5Y | +100.2% | +130.6% | -30.3% | +42.4% |
| All | +100.2% | +126.3% | -26.1% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling