+117.0%
DAL vs P
+449.6%
-332.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -16.4% | +12.1% | -0.4% |
| 7D | +4.6% | -31.9% | +36.5% | +13.8% |
| 30D | +2.3% | -36.5% | +38.8% | +12.9% |
| 3M | -8.1% | +11.6% | -19.7% | -12.7% |
| 6M | +21.4% | +25.2% | -3.8% | +9.8% |
| YTD | +24.3% | +39.4% | -15.1% | +8.1% |
| 1Y | +47.4% | -3.7% | +51.1% | +38.2% |
| 3Y | +164.6% | +167.3% | -2.7% | +76.2% |
| 5Y | +100.2% | +237.3% | -137.1% | +21.2% |
| 10Y | +124.9% | +698.6% | -573.8% | +3.8% |
| All | +117.0% | +449.6% | -332.7% | +2.0% |
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