+105.9%
DAL vs TEVA
+290.4%
-184.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.3% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | -13.5% | -0.4% | -13.1% | -13.4% |
| 3M | +2.6% | +8.2% | -5.7% | 0.0% |
| 6M | +32.7% | +15.3% | +17.4% | +26.9% |
| YTD | +13.6% | +16.5% | -2.8% | +8.2% |
| 1Y | +28.8% | +85.7% | -56.9% | +8.3% |
| 3Y | +98.2% | +277.9% | -179.7% | +28.8% |
| 5Y | +105.9% | +295.5% | -189.6% | +21.0% |
| All | +105.9% | +290.4% | -184.5% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling