+122.8%
DAL vs M
-4.2%
+127.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.7% | +3.8% |
| 7D | +8.8% | -4.3% | +13.1% | +10.5% |
| 30D | +5.4% | +1.3% | +4.1% | +4.8% |
| 3M | -4.9% | -7.4% | +2.4% | -2.7% |
| 6M | +19.8% | +18.3% | +1.5% | +11.9% |
| YTD | +27.0% | +7.6% | +19.4% | +22.0% |
| 1Y | +52.5% | +17.4% | +35.1% | +41.8% |
| 3Y | +173.8% | +108.4% | +65.5% | +92.7% |
| 5Y | +104.5% | -10.6% | +115.2% | +80.8% |
| All | +122.8% | -4.2% | +127.0% | +29.4% |
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