+100.2%
DAL vs RF
+42.4%
+57.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -2.8% |
| 7D | +4.6% | -1.6% | +6.2% | +6.0% |
| 30D | +2.3% | +5.0% | -2.7% | -1.2% |
| 3M | -8.1% | -10.0% | +1.9% | -0.8% |
| 6M | +21.4% | +3.3% | +18.1% | +18.4% |
| YTD | +24.3% | +7.9% | +16.4% | +17.4% |
| 1Y | +47.4% | +21.2% | +26.1% | +28.2% |
| 3Y | +164.6% | +105.8% | +58.8% | +61.3% |
| 5Y | +100.2% | +43.7% | +56.5% | +58.4% |
| All | +100.2% | +42.4% | +57.8% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling