+105.8%
DAL vs ICE
+42.3%
+63.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.7% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -13.9% | +7.6% | -21.5% | -16.8% |
| 3M | +1.1% | +13.9% | -12.9% | -5.0% |
| 6M | +26.2% | -2.4% | +28.6% | +27.3% |
| YTD | +16.4% | +0.3% | +16.2% | +15.2% |
| 1Y | +33.9% | -6.4% | +40.3% | +37.1% |
| 3Y | +93.4% | +43.1% | +50.3% | +54.1% |
| All | +105.8% | +42.3% | +63.6% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling