+344.5%
DAL vs IDXX
+2,210.5%
-1,866.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.2% |
| 7D | +3.4% | -4.6% | +8.0% | +5.6% |
| 30D | -13.6% | -11.3% | -2.2% | -8.8% |
| 3M | +1.2% | -7.3% | +8.5% | +4.4% |
| 6M | +34.5% | -14.5% | +49.0% | +43.8% |
| YTD | +14.7% | -23.1% | +37.8% | +28.5% |
| 1Y | +29.2% | -20.3% | +49.6% | +41.5% |
| 3Y | +100.0% | +11.7% | +88.3% | +77.8% |
| 5Y | +106.3% | -24.4% | +130.7% | +111.8% |
| 10Y | +126.4% | +355.5% | -229.1% | -23.4% |
| All | +344.5% | +2,210.5% | -1,866.0% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling