+55.2%
DAL vs NTR
+100.5%
-45.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.4% |
| 7D | +0.1% | +8.1% | -8.0% | -3.0% |
| 30D | -13.9% | +18.8% | -32.7% | -19.9% |
| 3M | +1.1% | +16.2% | -15.1% | -5.7% |
| 6M | +26.2% | +9.8% | +16.5% | +18.5% |
| YTD | +16.4% | +30.9% | -14.4% | +0.1% |
| 1Y | +33.9% | +41.8% | -7.9% | +10.1% |
| 3Y | +93.4% | +35.8% | +57.6% | +57.2% |
| 5Y | +106.4% | +51.0% | +55.3% | +34.1% |
| All | +55.2% | +100.5% | -45.3% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling