+122.4%
NOK vs DAL
+128.9%
-6.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.6% |
| 7D | +7.3% | +3.4% | +3.9% | +6.3% |
| 30D | +13.8% | -13.6% | +27.3% | +18.0% |
| 3M | -27.0% | +1.2% | -28.2% | -27.2% |
| 6M | +37.6% | +34.5% | +3.1% | +27.0% |
| YTD | +64.6% | +14.7% | +49.9% | +57.5% |
| 1Y | +132.0% | +29.2% | +102.8% | +113.9% |
| 3Y | +183.7% | +100.0% | +83.7% | +122.9% |
| 5Y | +101.3% | +106.3% | -5.0% | +52.9% |
| 10Y | +122.4% | +126.4% | -4.0% | +54.1% |
| All | +122.4% | +128.9% | -6.5% | +54.1% |
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