+104.0%
DAL vs IR
+328.3%
-224.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.4% |
| 7D | +11.1% | +11.6% | -0.5% | +3.7% |
| 30D | +7.7% | +7.2% | +0.5% | +2.9% |
| 3M | -3.5% | -5.9% | +2.3% | -0.4% |
| 6M | +31.3% | +11.5% | +19.8% | +21.7% |
| YTD | +30.0% | +6.3% | +23.6% | +23.1% |
| 1Y | +62.1% | +9.1% | +53.0% | +51.0% |
| 3Y | +176.6% | +29.2% | +147.5% | +128.1% |
| 5Y | +126.2% | +48.2% | +78.0% | +69.2% |
| All | +104.0% | +328.3% | -224.3% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling