+403.7%
DAL vs RF
+49.7%
+354.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.5% | +5.7% | +6.5% |
| 7D | +11.1% | +2.3% | +8.8% | +10.1% |
| 30D | +7.7% | +7.2% | +0.5% | +4.5% |
| 3M | -3.5% | -8.2% | +4.7% | +0.2% |
| 6M | +31.3% | +7.0% | +24.3% | +27.6% |
| YTD | +30.0% | +10.3% | +19.7% | +24.8% |
| 1Y | +62.1% | +25.1% | +37.0% | +47.6% |
| 3Y | +176.6% | +110.3% | +66.3% | +103.3% |
| 5Y | +126.2% | +47.1% | +79.1% | +91.8% |
| 10Y | +135.1% | +297.9% | -162.8% | +33.2% |
| All | +403.7% | +49.7% | +354.0% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling