+47.4%
DAL vs M
+28.8%
+18.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.5% | -1.9% |
| 7D | +4.6% | -2.1% | +6.7% | +5.5% |
| 30D | +2.3% | +7.7% | -5.4% | -0.7% |
| 3M | -8.1% | -4.4% | -3.7% | -6.6% |
| 6M | +21.4% | +27.5% | -6.1% | +8.3% |
| YTD | +24.3% | +12.8% | +11.6% | +16.4% |
| 1Y | +47.4% | +20.7% | +26.6% | +32.1% |
| All | +47.4% | +28.8% | +18.6% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling