+351.3%
DAL vs TEVA
+16.8%
+334.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -13.9% | +4.7% | -18.6% | -15.2% |
| 3M | +1.1% | +5.6% | -4.5% | -1.1% |
| 6M | +26.2% | +10.5% | +15.8% | +21.5% |
| YTD | +16.4% | +16.5% | -0.1% | +10.1% |
| 1Y | +33.9% | +96.8% | -62.9% | +7.2% |
| 3Y | +93.4% | +269.5% | -176.1% | +20.7% |
| 5Y | +106.4% | +283.5% | -177.2% | +21.8% |
| 10Y | +143.0% | -25.9% | +168.9% | +130.6% |
| All | +351.3% | +16.8% | +334.5% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling