+145.3%
DAL vs M
-2.2%
+147.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.9% |
| 7D | +0.1% | +4.7% | -4.6% | -1.5% |
| 30D | -13.9% | -9.6% | -4.3% | -10.8% |
| 3M | +1.1% | +0.9% | +0.2% | +0.3% |
| 6M | +26.2% | +22.3% | +4.0% | +16.7% |
| YTD | +16.4% | +6.5% | +9.9% | +12.6% |
| 1Y | +33.9% | +38.8% | -4.9% | +17.4% |
| 3Y | +93.4% | +115.9% | -22.5% | +34.5% |
| 5Y | +106.4% | +28.6% | +77.7% | +58.5% |
| All | +145.3% | -2.2% | +147.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling