+100.2%
DAL vs IR
+42.7%
+57.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.6% | -2.5% |
| 7D | +4.6% | +2.3% | +2.3% | +3.0% |
| 30D | +2.3% | +3.3% | -1.0% | -0.3% |
| 3M | -8.1% | -9.0% | +0.9% | -2.4% |
| 6M | +21.4% | +8.0% | +13.4% | +13.8% |
| YTD | +24.3% | +3.4% | +20.9% | +18.8% |
| 1Y | +47.4% | +4.5% | +42.9% | +39.6% |
| 3Y | +164.6% | +25.6% | +139.0% | +108.1% |
| 5Y | +100.2% | +43.8% | +56.4% | +30.0% |
| All | +100.2% | +42.7% | +57.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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