+351.3%
DAL vs VNQ
+170.1%
+181.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.3% |
| 7D | +0.1% | -1.3% | +1.4% | +1.1% |
| 30D | -13.9% | -2.9% | -11.0% | -11.8% |
| 3M | +1.1% | +0.8% | +0.3% | +0.3% |
| 6M | +26.2% | +2.5% | +23.8% | +23.8% |
| YTD | +16.4% | +10.6% | +5.8% | +7.3% |
| 1Y | +33.9% | +9.1% | +24.8% | +24.7% |
| 3Y | +93.4% | +31.0% | +62.3% | +55.3% |
| 5Y | +106.4% | +4.9% | +101.4% | +98.6% |
| 10Y | +143.0% | +59.5% | +83.5% | +71.9% |
| All | +351.3% | +170.1% | +181.2% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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