+104.3%
DAL vs TEVA
+15.4%
+88.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.8% |
| 7D | -1.1% | +4.4% | -5.5% | -2.1% |
| 30D | +12.8% | +9.3% | +3.6% | +10.3% |
| 3M | -5.3% | +21.9% | -27.1% | -9.9% |
| 6M | +22.4% | +22.8% | -0.4% | +15.8% |
| YTD | +25.6% | +42.6% | -17.0% | +14.3% |
| 1Y | +45.5% | +74.2% | -28.7% | +26.2% |
| 3Y | +161.0% | +404.5% | -243.6% | +67.9% |
| 5Y | +112.2% | +367.9% | -255.7% | +35.2% |
| All | +104.3% | +15.4% | +88.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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