+94.4%
DAL vs PL
+28.1%
+66.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.4% | -8.2% | +0.7% |
| 7D | +8.8% | -6.8% | +15.6% | +9.6% |
| 30D | +5.4% | -29.3% | +34.7% | +10.2% |
| 3M | -4.9% | -44.8% | +39.8% | +2.6% |
| 6M | +19.8% | -68.4% | +88.2% | +37.2% |
| YTD | +27.0% | -36.4% | +63.4% | +27.6% |
| 1Y | +52.5% | +0.7% | +51.7% | +40.8% |
| 3Y | +173.8% | +455.3% | -281.5% | +69.1% |
| 5Y | +104.5% | +22.7% | +81.9% | +45.4% |
| All | +94.4% | +28.1% | +66.3% | +35.7% |
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