+161.0%
DAL vs IT
-53.3%
+214.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | +12.8% | -1.8% | +14.7% | +12.9% |
| 3M | -5.3% | +4.8% | -10.1% | -6.9% |
| 6M | +22.4% | +33.0% | -10.7% | +12.1% |
| YTD | +25.6% | -23.8% | +49.4% | +36.8% |
| 1Y | +45.5% | -16.5% | +62.0% | +52.1% |
| 3Y | +161.0% | -53.6% | +214.6% | +270.8% |
| All | +161.0% | -53.3% | +214.2% | +270.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling