+168.1%
DAL vs CB
+74.6%
+93.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.2% |
| 7D | +4.6% | +2.6% | +2.0% | +4.1% |
| 30D | +2.3% | +11.2% | -8.9% | +0.5% |
| 3M | -8.1% | +5.7% | -13.8% | -9.0% |
| 6M | +21.4% | +15.9% | +5.5% | +17.7% |
| YTD | +24.3% | +20.2% | +4.2% | +19.1% |
| 1Y | +47.4% | +32.4% | +15.0% | +37.3% |
| All | +168.1% | +74.6% | +93.5% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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