+77.3%
DAL vs NTR
+82.2%
-4.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | +2.3% | -0.6% | +2.9% | +2.6% |
| 30D | +14.3% | +5.4% | +8.9% | +11.9% |
| 3M | +1.3% | +7.3% | -6.0% | -2.2% |
| 6M | +29.3% | +2.2% | +27.1% | +26.4% |
| YTD | +33.0% | +18.9% | +14.1% | +18.3% |
| 1Y | +59.8% | +23.7% | +36.2% | +39.4% |
| 3Y | +177.2% | +47.5% | +129.7% | +113.8% |
| 5Y | +118.4% | +22.0% | +96.3% | +60.3% |
| All | +77.3% | +82.2% | -4.9% | -15.5% |
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