+81.0%
F vs DAL
+136.2%
-55.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.6% | -1.8% |
| 7D | -0.6% | +10.0% | -10.7% | -5.1% |
| 30D | +2.9% | +12.0% | -9.2% | -2.8% |
| 3M | -9.5% | +0.8% | -10.3% | -10.4% |
| 6M | +4.0% | +26.2% | -22.2% | -8.0% |
| YTD | -1.3% | +33.7% | -35.0% | -15.9% |
| 1Y | -1.9% | +57.6% | -59.5% | -22.9% |
| 3Y | +53.5% | +183.5% | -130.0% | -15.9% |
| 5Y | -15.1% | +114.2% | -129.3% | -48.0% |
| 10Y | +81.0% | +128.1% | -47.1% | +0.4% |
| All | +81.0% | +136.2% | -55.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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