+126.2%
DAL vs PL
+24.5%
+101.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.4% | +13.5% | +8.0% |
| 7D | +11.1% | -11.7% | +22.8% | +12.8% |
| 30D | +7.7% | -27.1% | +34.8% | +12.2% |
| 3M | -3.5% | -44.6% | +41.1% | +4.1% |
| 6M | +31.3% | -67.2% | +98.5% | +49.6% |
| YTD | +30.0% | -35.9% | +65.8% | +30.6% |
| 1Y | +62.1% | -0.4% | +62.5% | +50.1% |
| 3Y | +176.6% | +454.8% | -278.2% | +71.2% |
| 5Y | +126.2% | +24.8% | +101.4% | +59.2% |
| All | +126.2% | +24.5% | +101.7% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling