+102.9%
DAL vs USFR
+21.3%
+81.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +8.8% | +0.1% | +8.7% | +8.5% |
| 30D | +5.4% | +0.4% | +5.0% | +4.3% |
| 3M | -4.9% | +1.1% | -6.0% | -7.6% |
| 6M | +19.8% | +2.1% | +17.8% | +12.9% |
| YTD | +27.0% | +3.4% | +23.6% | +13.5% |
| 1Y | +52.5% | +4.1% | +48.3% | +32.3% |
| 3Y | +173.8% | +14.4% | +159.4% | +82.4% |
| All | +102.9% | +21.3% | +81.6% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling