+392.2%
DAL vs ICE
+682.5%
-290.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | -4.9% | +15.4% | -20.4% | -11.6% |
| 6M | +19.8% | +13.1% | +6.8% | +11.8% |
| YTD | +27.0% | +7.5% | +19.5% | +20.5% |
| 1Y | +52.5% | +18.3% | +34.1% | +38.2% |
| 3Y | +173.8% | +65.9% | +107.9% | +108.7% |
| 5Y | +104.5% | +35.2% | +69.3% | +70.7% |
| 10Y | +129.7% | +266.7% | -137.0% | +18.3% |
| All | +392.2% | +682.5% | -290.3% | +56.1% |
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