+210.7%
DAL vs USFR
+27.5%
+183.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -13.9% | +0.3% | -14.2% | -14.1% |
| 3M | +1.1% | +1.0% | +0.1% | +0.5% |
| 6M | +26.2% | +1.9% | +24.3% | +24.8% |
| YTD | +16.4% | +2.6% | +13.8% | +14.6% |
| 1Y | +33.9% | +4.0% | +29.8% | +30.7% |
| 3Y | +93.4% | +14.1% | +79.3% | +79.5% |
| 5Y | +106.4% | +20.4% | +85.9% | +86.4% |
| 10Y | +143.0% | +28.0% | +115.0% | +113.5% |
| All | +210.7% | +27.5% | +183.2% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling