+392.2%
DAL vs IT
+634.0%
-241.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +4.1% |
| 7D | +8.8% | -16.9% | +25.7% | +18.2% |
| 30D | +5.4% | +2.3% | +3.1% | +2.9% |
| 3M | -4.9% | +2.9% | -7.8% | -8.9% |
| 6M | +19.8% | +25.9% | -6.0% | -1.3% |
| YTD | +27.0% | -24.6% | +51.6% | +32.2% |
| 1Y | +52.5% | -16.0% | +68.5% | +49.1% |
| 3Y | +173.8% | -51.6% | +225.4% | +249.5% |
| 5Y | +104.5% | -42.6% | +147.2% | +130.0% |
| 10Y | +129.7% | +103.6% | +26.2% | +12.9% |
| All | +392.2% | +634.0% | -241.7% | -15.6% |
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