+128.1%
DAL vs M
+3.7%
+124.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.1% | -2.8% | +2.4% |
| 7D | +10.0% | +2.5% | +7.5% | +9.0% |
| 30D | +12.0% | +10.1% | +2.0% | +8.2% |
| 3M | +0.8% | -0.9% | +1.7% | +0.8% |
| 6M | +26.2% | +30.2% | -4.0% | +13.9% |
| YTD | +33.7% | +16.3% | +17.4% | +25.0% |
| 1Y | +57.6% | +27.0% | +30.6% | +42.5% |
| 3Y | +183.5% | +154.5% | +29.0% | +86.1% |
| 5Y | +114.2% | -1.1% | +115.2% | +82.6% |
| 10Y | +128.1% | +0.5% | +127.6% | +28.9% |
| All | +128.1% | +3.7% | +124.4% | +28.9% |
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