+145.3%
DAL vs RF
+343.3%
-198.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +0.1% | +1.3% | -1.2% | -0.7% |
| 30D | -13.9% | -3.6% | -10.3% | -11.7% |
| 3M | +1.1% | +8.1% | -7.0% | -4.2% |
| 6M | +26.2% | +11.5% | +14.8% | +17.1% |
| YTD | +16.4% | +15.6% | +0.9% | +5.5% |
| 1Y | +33.9% | +15.7% | +18.2% | +21.2% |
| 3Y | +93.4% | +86.9% | +6.5% | +26.2% |
| 5Y | +106.4% | +89.8% | +16.5% | +30.3% |
| All | +145.3% | +343.3% | -198.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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