+180.3%
DAL vs PR
+69.4%
+110.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.5% | +13.7% | +8.4% |
| 7D | +11.1% | -12.1% | +23.2% | +13.6% |
| 30D | +7.7% | +0.9% | +6.8% | +6.7% |
| 3M | -3.5% | +10.1% | -13.7% | -7.0% |
| 6M | +31.3% | +1.1% | +30.2% | +29.0% |
| YTD | +30.0% | +63.7% | -33.7% | +4.5% |
| 1Y | +62.1% | +87.0% | -25.0% | +22.3% |
| All | +180.3% | +69.4% | +110.9% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling