+125.6%
DAL vs IT
+88.3%
+37.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | +10.7% | -7.5% | +18.2% | +14.1% |
| 30D | +12.5% | -1.2% | +13.7% | +12.1% |
| 3M | +3.6% | -2.2% | +5.8% | +2.4% |
| 6M | +26.7% | +19.1% | +7.7% | +11.4% |
| YTD | +34.3% | -25.1% | +59.4% | +42.6% |
| 1Y | +59.1% | -17.4% | +76.5% | +60.4% |
| 3Y | +179.9% | -54.1% | +234.0% | +271.5% |
| 5Y | +119.1% | -42.7% | +161.8% | +149.6% |
| 10Y | +125.6% | +88.1% | +37.5% | +24.5% |
| All | +125.6% | +88.3% | +37.4% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling