+100.0%
DAL vs NTR
+42.0%
+58.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | +3.4% | +3.8% | -0.5% | +3.1% |
| 30D | -13.6% | +25.2% | -38.8% | -15.3% |
| 3M | +1.2% | +21.0% | -19.8% | -0.6% |
| 6M | +34.5% | +7.6% | +26.9% | +33.3% |
| YTD | +14.7% | +32.9% | -18.2% | +8.2% |
| 1Y | +29.2% | +43.1% | -13.8% | +19.4% |
| 3Y | +100.0% | +41.6% | +58.4% | +83.7% |
| All | +100.0% | +42.0% | +58.0% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling