+90.3%
DAL vs PL
+16.0%
+74.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -10.1% | +5.8% | -2.9% |
| 7D | +4.6% | -20.5% | +25.1% | +7.8% |
| 30D | +2.3% | -38.8% | +41.1% | +9.2% |
| 3M | -8.1% | -49.1% | +41.0% | +0.4% |
| 6M | +21.4% | -69.4% | +90.8% | +39.7% |
| YTD | +24.3% | -42.3% | +66.7% | +26.7% |
| 1Y | +47.4% | -14.2% | +61.6% | +39.4% |
| 3Y | +164.6% | +398.7% | -234.1% | +66.0% |
| 5Y | +100.2% | +11.1% | +89.1% | +44.3% |
| All | +90.3% | +16.0% | +74.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling