+128.1%
DAL vs IT
+96.9%
+31.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.1% |
| 7D | +10.0% | -18.8% | +28.9% | +18.7% |
| 30D | +12.0% | -0.1% | +12.1% | +11.1% |
| 3M | +0.8% | +2.9% | -2.1% | -2.5% |
| 6M | +26.2% | +20.4% | +5.8% | +10.5% |
| YTD | +33.7% | -24.3% | +58.0% | +41.4% |
| 1Y | +57.6% | -17.2% | +74.7% | +58.8% |
| 3Y | +183.5% | -52.4% | +235.9% | +269.6% |
| 5Y | +114.2% | -43.7% | +157.9% | +146.7% |
| 10Y | +128.1% | +90.3% | +37.8% | +25.2% |
| All | +128.1% | +96.9% | +31.2% | +25.2% |
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