+114.1%
DAL vs PR
+160.5%
-46.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.5% | +13.7% | +8.0% |
| 7D | +11.1% | -12.1% | +23.2% | +12.7% |
| 30D | +7.7% | +0.9% | +6.8% | +7.3% |
| 3M | -3.5% | +10.1% | -13.7% | -5.3% |
| 6M | +31.3% | +1.1% | +30.2% | +29.8% |
| YTD | +30.0% | +63.7% | -33.7% | +19.7% |
| 1Y | +62.1% | +87.0% | -25.0% | +46.3% |
| 3Y | +176.6% | +70.7% | +105.9% | +151.1% |
| 5Y | +126.2% | +246.8% | -120.6% | +82.4% |
| 10Y | +135.1% | +72.6% | +62.5% | +64.7% |
| All | +114.1% | +160.5% | -46.4% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling