+52.4%
DAL vs NTR
+103.7%
-51.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.8% | +0.5% | +0.2% | +0.5% |
| 30D | -11.7% | +21.7% | -33.5% | -18.7% |
| 3M | -2.7% | +22.8% | -25.5% | -11.2% |
| 6M | +30.7% | +8.2% | +22.4% | +23.7% |
| YTD | +14.4% | +32.9% | -18.6% | -2.3% |
| 1Y | +31.2% | +45.3% | -14.1% | +6.8% |
| 3Y | +99.4% | +41.7% | +57.8% | +58.9% |
| 5Y | +98.6% | +49.8% | +48.7% | +30.4% |
| All | +52.4% | +103.7% | -51.2% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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