+111.4%
DAL vs NTRS
+64.9%
+46.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.6% |
| 7D | -1.1% | +3.2% | -4.3% | -3.1% |
| 30D | +12.8% | +9.6% | +3.2% | +6.2% |
| 3M | -5.3% | -6.0% | +0.7% | -1.2% |
| 6M | +22.4% | +10.4% | +12.0% | +14.1% |
| YTD | +25.6% | +32.5% | -6.8% | +2.8% |
| 1Y | +45.5% | +41.2% | +4.3% | +14.1% |
| 3Y | +161.0% | +173.4% | -12.4% | +32.8% |
| All | +111.4% | +64.9% | +46.5% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling