+121.4%
DAL vs ICE
+258.7%
-137.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -2.2% |
| 7D | +2.3% | +3.2% | -0.9% | +0.6% |
| 30D | +14.3% | +14.7% | -0.4% | +6.1% |
| 3M | +1.3% | +19.8% | -18.5% | -8.4% |
| 6M | +29.3% | +15.2% | +14.0% | +18.8% |
| YTD | +33.0% | +12.7% | +20.3% | +22.5% |
| 1Y | +59.8% | +20.4% | +39.4% | +41.7% |
| 3Y | +177.2% | +70.8% | +106.4% | +95.7% |
| 5Y | +118.4% | +43.9% | +74.4% | +68.3% |
| 10Y | +121.4% | +264.8% | -143.4% | -0.8% |
| All | +121.4% | +258.7% | -137.3% | -0.8% |
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