+52.5%
DAL vs Z
-59.5%
+112.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.8% |
| 7D | +8.8% | -4.6% | +13.4% | +10.2% |
| 30D | +5.4% | +8.3% | -2.9% | +3.0% |
| 3M | -4.9% | -11.6% | +6.7% | -2.4% |
| 6M | +19.8% | -33.6% | +53.5% | +33.7% |
| YTD | +27.0% | -56.7% | +83.7% | +54.0% |
| 1Y | +52.5% | -59.1% | +111.6% | +85.8% |
| All | +52.5% | -59.5% | +112.0% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling