+179.9%
DAL vs NOC
+25.0%
+154.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.4% |
| 7D | +10.7% | -0.3% | +11.0% | +10.7% |
| 30D | +12.5% | +14.1% | -1.6% | +12.4% |
| 3M | +3.6% | -4.6% | +8.3% | +3.8% |
| 6M | +26.7% | +0.7% | +26.0% | +26.9% |
| YTD | +34.3% | -2.6% | +36.9% | +33.8% |
| 1Y | +59.1% | -1.0% | +60.1% | +58.6% |
| 3Y | +179.9% | +24.5% | +155.4% | +177.2% |
| All | +179.9% | +25.0% | +154.9% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling