+102.9%
DAL vs IR
+44.3%
+58.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.2% |
| 7D | +8.8% | +3.7% | +5.1% | +6.2% |
| 30D | +5.4% | +7.4% | -2.1% | 0.0% |
| 3M | -4.9% | -5.9% | +1.0% | -1.4% |
| 6M | +19.8% | +5.6% | +14.3% | +14.2% |
| YTD | +27.0% | +4.8% | +22.2% | +20.2% |
| 1Y | +52.5% | +6.9% | +45.5% | +42.1% |
| 3Y | +173.8% | +27.6% | +146.3% | +113.1% |
| All | +102.9% | +44.3% | +58.6% | +32.0% |
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