+105.9%
DAL vs NTRS
+88.8%
+17.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.6% |
| 7D | -0.6% | +0.3% | -1.0% | -0.9% |
| 30D | -13.5% | +0.2% | -13.6% | -13.6% |
| 3M | +2.6% | +13.2% | -10.6% | -5.9% |
| 6M | +32.7% | +36.9% | -4.3% | +6.5% |
| YTD | +13.6% | +39.1% | -25.5% | -9.8% |
| 1Y | +28.8% | +50.4% | -21.6% | -2.9% |
| 3Y | +98.2% | +166.8% | -68.6% | +2.7% |
| 5Y | +105.9% | +92.9% | +13.1% | +32.8% |
| All | +105.9% | +88.8% | +17.2% | +32.8% |
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