+122.8%
DAL vs Z
-14.9%
+137.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.8% |
| 7D | +8.8% | -4.6% | +13.4% | +10.0% |
| 30D | +5.4% | +8.3% | -2.9% | +2.9% |
| 3M | -4.9% | -11.6% | +6.7% | -2.7% |
| 6M | +19.8% | -33.6% | +53.5% | +31.2% |
| YTD | +27.0% | -56.7% | +83.7% | +53.6% |
| 1Y | +52.5% | -59.1% | +111.6% | +86.7% |
| 3Y | +173.8% | -20.4% | +194.2% | +175.8% |
| 5Y | +104.5% | -55.3% | +159.8% | +124.1% |
| All | +122.8% | -14.9% | +137.8% | +69.9% |
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