+179.9%
DAL vs M
+155.4%
+24.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +10.7% | +5.0% | +5.7% | +8.9% |
| 30D | +12.5% | +10.6% | +1.9% | +8.7% |
| 3M | +3.6% | +1.6% | +2.1% | +2.8% |
| 6M | +26.7% | +30.8% | -4.1% | +15.1% |
| YTD | +34.3% | +16.9% | +17.4% | +25.9% |
| 1Y | +59.1% | +26.3% | +32.9% | +45.4% |
| 3Y | +179.9% | +158.6% | +21.2% | +106.2% |
| All | +179.9% | +155.4% | +24.5% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling