+134.2%
DAL vs IDXX
+360.5%
-226.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -0.3% | -5.7% | +5.4% | +1.8% |
| 30D | -11.1% | -11.5% | +0.4% | -7.2% |
| 3M | -2.1% | -9.5% | +7.4% | +1.1% |
| 6M | +35.8% | -16.0% | +51.8% | +44.0% |
| YTD | +16.0% | -25.4% | +41.4% | +28.3% |
| 1Y | +33.7% | -21.8% | +55.4% | +44.7% |
| 3Y | +102.3% | +7.0% | +95.2% | +88.3% |
| 5Y | +110.3% | -26.0% | +136.3% | +112.6% |
| All | +134.2% | +360.5% | -226.3% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling