+111.4%
DAL vs Z
-53.4%
+164.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | +12.8% | +5.2% | +7.7% | +10.6% |
| 3M | -5.3% | -17.0% | +11.8% | -0.6% |
| 6M | +22.4% | -22.7% | +45.0% | +30.3% |
| YTD | +25.6% | -56.3% | +81.9% | +58.5% |
| 1Y | +45.5% | -57.7% | +103.2% | +84.9% |
| 3Y | +161.0% | -16.5% | +177.5% | +154.7% |
| All | +111.4% | -53.4% | +164.9% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling