+59.1%
DAL vs Z
-60.5%
+119.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +2.0% |
| 7D | +10.7% | -6.5% | +17.2% | +12.7% |
| 30D | +12.5% | -0.1% | +12.6% | +12.4% |
| 3M | +3.6% | -14.1% | +17.8% | +7.2% |
| 6M | +26.7% | -30.1% | +56.8% | +39.1% |
| YTD | +34.3% | -57.5% | +91.8% | +63.4% |
| 1Y | +59.1% | -60.3% | +119.5% | +95.5% |
| All | +59.1% | -60.5% | +119.7% | +95.5% |
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