+44.7%
DAL vs IRE
-97.0%
+141.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -23.2% | +30.4% | +8.3% |
| 7D | +11.1% | -46.8% | +57.9% | +13.9% |
| 30D | +7.7% | -75.5% | +83.2% | +14.4% |
| 3M | -3.5% | -79.4% | +75.9% | +2.4% |
| 6M | +31.3% | -91.3% | +122.6% | +40.9% |
| YTD | +30.0% | -90.8% | +120.8% | +33.1% |
| 1Y | +62.1% | -97.7% | +159.8% | +79.1% |
| All | +44.7% | -97.0% | +141.7% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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