+105.8%
DAL vs IT
-40.5%
+146.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +3.2% |
| 7D | +0.1% | -6.0% | +6.2% | +1.9% |
| 30D | -13.9% | 0.0% | -13.9% | -14.3% |
| 3M | +1.1% | +13.1% | -12.0% | -4.7% |
| 6M | +26.2% | +11.7% | +14.5% | +17.9% |
| YTD | +16.4% | -26.1% | +42.5% | +27.8% |
| 1Y | +33.9% | -21.3% | +55.1% | +41.2% |
| 3Y | +93.4% | -46.7% | +140.1% | +143.1% |
| All | +105.8% | -40.5% | +146.4% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling