+392.2%
DAL vs NI
+833.6%
-441.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.5% |
| 7D | +8.8% | -0.9% | +9.7% | +9.5% |
| 30D | +5.4% | +9.6% | -4.2% | -0.2% |
| 3M | -4.9% | +2.5% | -7.4% | -6.4% |
| 6M | +19.8% | -5.8% | +25.7% | +23.4% |
| YTD | +27.0% | +8.6% | +18.4% | +19.5% |
| 1Y | +52.5% | +6.0% | +46.5% | +45.4% |
| 3Y | +173.8% | +91.0% | +82.8% | +79.2% |
| 5Y | +104.5% | +104.8% | -0.2% | +24.8% |
| 10Y | +129.7% | +176.7% | -47.0% | +5.2% |
| All | +392.2% | +833.6% | -441.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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