+132.2%
DAL vs ICE
+223.5%
-91.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.9% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -13.9% | +7.6% | -21.5% | -17.4% |
| 3M | +1.1% | +13.9% | -12.9% | -6.4% |
| 6M | +26.2% | -2.4% | +28.6% | +26.7% |
| YTD | +16.4% | +0.3% | +16.2% | +14.4% |
| 1Y | +33.9% | -6.4% | +40.3% | +36.5% |
| 3Y | +93.4% | +43.1% | +50.3% | +51.3% |
| 5Y | +106.4% | +42.1% | +64.2% | +59.0% |
| All | +132.2% | +223.5% | -91.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling