+45.8%
DAL vs Q
+66.4%
-20.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.2% | +0.7% |
| 7D | +8.8% | +0.3% | +8.5% | +8.7% |
| 30D | +5.4% | -9.8% | +15.2% | +7.6% |
| 3M | -4.9% | -12.2% | +7.3% | -2.7% |
| 6M | +19.8% | -21.6% | +41.5% | +23.8% |
| YTD | +27.0% | +43.6% | -16.6% | +17.1% |
| 1Y | +52.5% | +25.7% | +26.8% | +37.9% |
| All | +45.8% | +66.4% | -20.6% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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