+99.3%
DAL vs NTRS
+161.8%
-62.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +0.8% | +0.9% | -0.1% | +0.1% |
| 30D | -11.7% | -1.2% | -10.5% | -10.9% |
| 3M | -2.7% | +8.8% | -11.5% | -8.9% |
| 6M | +30.7% | +34.7% | -4.0% | +3.0% |
| YTD | +14.4% | +37.2% | -22.9% | -11.3% |
| 1Y | +31.2% | +46.3% | -15.1% | -3.2% |
| All | +99.3% | +161.8% | -62.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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