+168.1%
DAL vs COMP
+309.8%
-141.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.2% | +3.8% | -2.7% |
| 7D | +4.6% | -1.8% | +6.4% | +5.0% |
| 30D | +2.3% | -0.8% | +3.1% | +2.4% |
| 3M | -8.1% | -28.1% | +20.0% | -2.2% |
| 6M | +21.4% | +27.0% | -5.6% | +14.8% |
| YTD | +24.3% | -12.8% | +37.1% | +24.6% |
| 1Y | +47.4% | +4.9% | +42.5% | +43.1% |
| All | +168.1% | +309.8% | -141.7% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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