+98.5%
DAL vs VMC
+21.0%
+77.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | +0.1% | -4.3% | +4.5% | +3.0% |
| 30D | -13.9% | -8.2% | -5.7% | -9.1% |
| 3M | +1.1% | -7.0% | +8.1% | +5.3% |
| 6M | +26.2% | -10.8% | +37.0% | +34.8% |
| YTD | +16.4% | -7.4% | +23.8% | +19.8% |
| 1Y | +33.9% | -9.5% | +43.3% | +39.5% |
| All | +98.5% | +21.0% | +77.4% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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