+33.9%
DAL vs MKTX
-8.5%
+42.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -13.9% | +1.1% | -15.0% | -13.9% |
| 3M | +1.1% | +36.1% | -35.0% | +3.3% |
| 6M | +26.2% | -12.9% | +39.1% | +17.6% |
| YTD | +16.4% | -8.5% | +24.9% | +10.1% |
| 1Y | +33.9% | -7.5% | +41.4% | +27.9% |
| All | +33.9% | -8.5% | +42.3% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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