+103.2%
DAL vs P
+485.4%
-382.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | +0.1% | +6.5% | -6.4% | -1.5% |
| 30D | -13.9% | +18.8% | -32.8% | -18.1% |
| 3M | +1.1% | +26.7% | -25.7% | -6.2% |
| 6M | +26.2% | +62.2% | -35.9% | +8.6% |
| YTD | +16.4% | +48.5% | -32.1% | +1.4% |
| 1Y | +33.9% | +26.4% | +7.5% | +18.6% |
| 3Y | +93.4% | +159.4% | -66.0% | +32.1% |
| 5Y | +106.4% | +275.8% | -169.4% | +23.6% |
| 10Y | +143.0% | +732.0% | -589.1% | +12.6% |
| All | +103.2% | +485.4% | -382.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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