+381.8%
DAL vs ICE
+690.4%
-308.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +4.6% | +6.7% | -2.2% | +1.4% |
| 30D | +2.3% | +13.4% | -11.0% | -3.8% |
| 3M | -8.1% | +16.5% | -24.6% | -14.9% |
| 6M | +21.4% | +12.8% | +8.6% | +13.4% |
| YTD | +24.3% | +8.5% | +15.8% | +17.4% |
| 1Y | +47.4% | +20.6% | +26.8% | +32.4% |
| 3Y | +164.6% | +67.4% | +97.2% | +100.9% |
| 5Y | +100.2% | +36.6% | +63.7% | +66.4% |
| 10Y | +124.9% | +270.4% | -145.5% | +15.3% |
| All | +381.8% | +690.4% | -308.5% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling