+415.5%
DAL vs MKTX
+1,137.9%
-722.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +14.3% | +0.9% | +13.4% | +14.0% |
| 3M | +1.3% | +2.7% | -1.4% | +0.5% |
| 6M | +29.3% | +15.6% | +13.7% | +21.5% |
| YTD | +33.0% | -7.0% | +40.0% | +32.8% |
| 1Y | +59.8% | -1.2% | +61.1% | +56.2% |
| 3Y | +177.2% | -22.2% | +199.4% | +178.6% |
| 5Y | +118.4% | -53.7% | +172.1% | +152.9% |
| 10Y | +121.4% | +13.0% | +108.4% | +63.8% |
| All | +415.5% | +1,137.9% | -722.4% | +8.5% |
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