+62.1%
DAL vs IDXX
-2.6%
+64.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.9% | +3.2% | +5.7% |
| 7D | +11.1% | +24.1% | -13.0% | +2.4% |
| 30D | +7.7% | +32.5% | -24.8% | -3.7% |
| 3M | -3.5% | +18.8% | -22.3% | -9.1% |
| 6M | +31.3% | +24.0% | +7.3% | +20.7% |
| YTD | +30.0% | +3.3% | +26.7% | +31.2% |
| 1Y | +62.1% | -3.3% | +65.3% | +70.0% |
| All | +62.1% | -2.6% | +64.7% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling