+120.5%
DAL vs ICE
+40.6%
+79.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | +10.7% | +3.2% | +7.5% | +9.3% |
| 30D | +12.5% | +12.9% | -0.4% | +6.5% |
| 3M | +3.6% | +17.5% | -13.9% | -4.0% |
| 6M | +26.7% | +14.0% | +12.8% | +19.0% |
| YTD | +34.3% | +10.0% | +24.3% | +27.2% |
| 1Y | +59.1% | +19.5% | +39.6% | +43.9% |
| 3Y | +179.9% | +66.8% | +113.1% | +102.5% |
| All | +120.5% | +40.6% | +79.9% | +67.7% |
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