+351.3%
DAL vs MKTX
+1,117.7%
-766.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -13.9% | +1.1% | -15.0% | -14.2% |
| 3M | +1.1% | +36.1% | -35.0% | -9.5% |
| 6M | +26.2% | -12.9% | +39.1% | +29.1% |
| YTD | +16.4% | -8.5% | +24.9% | +16.8% |
| 1Y | +33.9% | -7.5% | +41.4% | +33.2% |
| 3Y | +93.4% | -28.3% | +121.7% | +98.8% |
| 5Y | +106.4% | -63.3% | +169.7% | +157.9% |
| 10Y | +143.0% | +4.5% | +138.5% | +84.7% |
| All | +351.3% | +1,117.7% | -766.4% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling