+161.0%
DAL vs VIAV
+295.9%
-134.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.2% | +0.5% |
| 7D | -1.1% | +7.9% | -9.0% | -2.3% |
| 30D | +12.8% | -20.3% | +33.2% | +15.9% |
| 3M | -5.3% | -28.5% | +23.3% | -1.6% |
| 6M | +22.4% | -42.7% | +65.1% | +30.1% |
| YTD | +25.6% | +72.4% | -46.8% | +3.9% |
| 1Y | +45.5% | +81.5% | -35.9% | +18.9% |
| 3Y | +161.0% | +293.8% | -132.9% | +66.7% |
| All | +161.0% | +295.9% | -134.9% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 3y: compounded portfolio wealth divided by compounded VIAV 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…
3y analysis · Full analysis span regression · 6 months rolling