+111.4%
DAL vs IDXX
+12.2%
+99.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -1.1% | +4.2% | -5.3% | -2.6% |
| 30D | +12.8% | +33.1% | -20.3% | +0.5% |
| 3M | -5.3% | +24.2% | -29.5% | -13.5% |
| 6M | +22.4% | +33.2% | -10.8% | +8.4% |
| YTD | +25.6% | +4.1% | +21.5% | +22.3% |
| 1Y | +45.5% | +0.4% | +45.1% | +43.6% |
| 3Y | +161.0% | +62.9% | +98.1% | +100.2% |
| All | +111.4% | +12.2% | +99.2% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling