+105.8%
DAL vs IR
+45.6%
+60.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.9% |
| 7D | +0.1% | -2.8% | +3.0% | +2.1% |
| 30D | -13.9% | -15.1% | +1.2% | -3.8% |
| 3M | +1.1% | +6.1% | -5.0% | -3.4% |
| 6M | +26.2% | -16.8% | +43.1% | +41.7% |
| YTD | +16.4% | -3.5% | +20.0% | +17.4% |
| 1Y | +33.9% | -3.5% | +37.3% | +34.3% |
| 3Y | +93.4% | +9.5% | +83.9% | +69.9% |
| All | +105.8% | +45.6% | +60.2% | +46.9% |
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