+100.2%
DAL vs M
-6.1%
+106.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.5% | -2.3% |
| 7D | +4.6% | -2.1% | +6.7% | +5.4% |
| 30D | +2.3% | +7.7% | -5.4% | -0.3% |
| 3M | -8.1% | -4.4% | -3.7% | -6.9% |
| 6M | +21.4% | +27.5% | -6.1% | +10.9% |
| YTD | +24.3% | +12.8% | +11.6% | +17.8% |
| 1Y | +47.4% | +20.7% | +26.6% | +36.2% |
| 3Y | +164.6% | +111.3% | +53.3% | +86.0% |
| 5Y | +100.2% | -6.3% | +106.5% | +68.9% |
| All | +100.2% | -6.1% | +106.3% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling