+351.3%
DAL vs IT
+619.8%
-268.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +4.1% |
| 7D | +0.1% | -6.0% | +6.2% | +3.0% |
| 30D | -13.9% | 0.0% | -13.9% | -14.7% |
| 3M | +1.1% | +13.1% | -12.0% | -9.2% |
| 6M | +26.2% | +11.7% | +14.5% | +11.4% |
| YTD | +16.4% | -26.1% | +42.5% | +24.9% |
| 1Y | +33.9% | -21.3% | +55.1% | +37.2% |
| 3Y | +93.4% | -46.7% | +140.1% | +136.4% |
| 5Y | +106.4% | -40.5% | +146.9% | +130.3% |
| 10Y | +143.0% | +103.9% | +39.1% | +21.0% |
| All | +351.3% | +619.8% | -268.5% | -20.3% |
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