+381.8%
DAL vs IT
+664.7%
-282.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | -2.2% |
| 7D | +4.6% | -12.0% | +16.5% | +10.6% |
| 30D | +2.3% | +7.1% | -4.8% | -2.2% |
| 3M | -8.1% | +6.3% | -14.4% | -13.2% |
| 6M | +21.4% | +32.5% | -11.1% | -2.4% |
| YTD | +24.3% | -21.5% | +45.8% | +27.0% |
| 1Y | +47.4% | -16.5% | +63.8% | +45.1% |
| 3Y | +164.6% | -48.8% | +213.4% | +228.4% |
| 5Y | +100.2% | -40.2% | +140.5% | +121.0% |
| 10Y | +124.9% | +112.1% | +12.8% | +8.4% |
| All | +381.8% | +664.7% | -282.9% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling