+105.8%
DAL vs TRU
-33.8%
+139.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.9% | +7.7% | +4.4% |
| 7D | +0.1% | -6.8% | +6.9% | +3.0% |
| 30D | -13.9% | 0.0% | -14.0% | -14.3% |
| 3M | +1.1% | +13.3% | -12.2% | -5.5% |
| 6M | +26.2% | +3.4% | +22.8% | +22.4% |
| YTD | +16.4% | -6.4% | +22.8% | +17.0% |
| 1Y | +33.9% | -9.7% | +43.5% | +35.6% |
| 3Y | +93.4% | +0.1% | +93.2% | +81.8% |
| All | +105.8% | -33.8% | +139.6% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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