+104.3%
DAL vs MKTX
+12.8%
+91.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +12.8% | +0.9% | +11.9% | +12.7% |
| 3M | -5.3% | +2.6% | -7.9% | -5.6% |
| 6M | +22.4% | +20.4% | +1.9% | +18.9% |
| YTD | +25.6% | -7.1% | +32.7% | +26.0% |
| 1Y | +45.5% | -2.8% | +48.3% | +45.0% |
| 3Y | +161.0% | -21.7% | +182.7% | +162.3% |
| 5Y | +112.2% | -54.5% | +166.7% | +129.8% |
| All | +104.3% | +12.8% | +91.5% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling