+135.0%
DAL vs MKTX
+7.4%
+127.6%
-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% | -0.2% | -0.3% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -11.7% | +1.0% | -12.7% | -11.8% |
| 3M | -2.7% | +40.8% | -43.5% | -7.4% |
| 6M | +30.7% | -10.9% | +41.6% | +32.1% |
| YTD | +14.4% | -8.6% | +23.0% | +15.0% |
| 1Y | +31.2% | -11.6% | +42.8% | +32.4% |
| 3Y | +99.4% | -24.5% | +124.0% | +101.3% |
| 5Y | +98.6% | -60.7% | +159.3% | +119.8% |
| 10Y | +135.0% | +5.1% | +129.9% | +90.4% |
| All | +135.0% | +7.4% | +127.6% | +90.4% |
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