+351.3%
DAL vs NTRS
+369.9%
-18.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -13.9% | +1.7% | -15.6% | -14.9% |
| 3M | +1.1% | +8.9% | -7.8% | -4.3% |
| 6M | +26.2% | +30.6% | -4.3% | +6.1% |
| YTD | +16.4% | +38.7% | -22.3% | -5.9% |
| 1Y | +33.9% | +48.1% | -14.2% | +3.8% |
| 3Y | +93.4% | +165.5% | -72.1% | +3.5% |
| 5Y | +106.4% | +85.6% | +20.8% | +34.4% |
| 10Y | +143.0% | +246.1% | -103.1% | +7.0% |
| All | +351.3% | +369.9% | -18.6% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling