+113.0%
DAL vs TEVA
+361.4%
-248.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.2% | -5.5% |
| 7D | +1.4% | +4.5% | -3.1% | +0.2% |
| 30D | +9.1% | +5.8% | +3.3% | +7.3% |
| 3M | -3.5% | +18.8% | -22.3% | -8.2% |
| 6M | +23.4% | +21.9% | +1.5% | +16.1% |
| YTD | +26.0% | +39.9% | -13.8% | +13.7% |
| 1Y | +44.6% | +69.0% | -24.4% | +23.9% |
| 3Y | +162.7% | +402.9% | -240.2% | +52.2% |
| 5Y | +113.0% | +359.0% | -246.0% | +28.2% |
| All | +113.0% | +361.4% | -248.4% | +28.2% |
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