+386.9%
DAL vs NYT
+257.6%
+129.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.0% |
| 7D | -1.1% | +6.5% | -7.6% | -3.3% |
| 30D | +12.8% | +8.4% | +4.4% | +9.5% |
| 3M | -5.3% | +13.9% | -19.2% | -10.2% |
| 6M | +22.4% | -4.8% | +27.2% | +22.8% |
| YTD | +25.6% | +6.2% | +19.5% | +20.4% |
| 1Y | +45.5% | +14.3% | +31.2% | +35.7% |
| 3Y | +161.0% | +73.6% | +87.4% | +104.5% |
| 5Y | +112.2% | +60.6% | +51.6% | +67.1% |
| 10Y | +109.1% | +550.8% | -441.7% | -9.7% |
| All | +386.9% | +257.6% | +129.2% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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