+102.9%
DAL vs ICE
+34.9%
+68.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.6% |
| 7D | +8.8% | +2.0% | +6.8% | +7.9% |
| 30D | +5.4% | +12.9% | -7.5% | -0.3% |
| 3M | -4.9% | +15.4% | -20.4% | -11.2% |
| 6M | +19.8% | +13.1% | +6.8% | +12.8% |
| YTD | +27.0% | +7.5% | +19.5% | +21.5% |
| 1Y | +52.5% | +18.3% | +34.1% | +38.2% |
| 3Y | +173.8% | +65.9% | +107.9% | +97.8% |
| All | +102.9% | +34.9% | +68.0% | +59.9% |
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