+125.6%
DAL vs USFR
+28.5%
+97.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +10.7% | +0.1% | +10.6% | +10.6% |
| 30D | +12.5% | +0.4% | +12.1% | +12.1% |
| 3M | +3.6% | +1.1% | +2.6% | +2.6% |
| 6M | +26.7% | +2.1% | +24.7% | +24.2% |
| YTD | +34.3% | +3.4% | +30.8% | +29.7% |
| 1Y | +59.1% | +4.1% | +55.0% | +52.6% |
| 3Y | +179.9% | +14.4% | +165.5% | +147.1% |
| 5Y | +119.1% | +21.4% | +97.7% | +86.2% |
| 10Y | +125.6% | +28.5% | +97.1% | +89.5% |
| All | +125.6% | +28.5% | +97.1% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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