+105.0%
DAL vs Z
-19.3%
+124.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.6% |
| 7D | +1.4% | -4.9% | +6.3% | +2.7% |
| 30D | +9.1% | +3.0% | +6.1% | +7.9% |
| 3M | -3.5% | -13.4% | +9.9% | -0.7% |
| 6M | +23.4% | -27.3% | +50.7% | +32.0% |
| YTD | +26.0% | -57.8% | +83.8% | +53.5% |
| 1Y | +44.6% | -60.0% | +104.7% | +78.2% |
| 3Y | +162.7% | -21.5% | +184.2% | +165.5% |
| 5Y | +113.0% | -55.0% | +167.9% | +133.3% |
| All | +105.0% | -19.3% | +124.3% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling