-28.0%
NOK vs DAL
+329.9%
-357.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +4.7% | -13.9% | +18.6% | +8.1% |
| 3M | -39.7% | +1.1% | -40.7% | -39.8% |
| 6M | +23.1% | +26.2% | -3.2% | +16.5% |
| YTD | +55.0% | +16.4% | +38.6% | +48.8% |
| 1Y | +118.0% | +33.9% | +84.2% | +102.0% |
| 3Y | +170.5% | +93.4% | +77.1% | +124.3% |
| 5Y | +84.9% | +106.4% | -21.5% | +48.5% |
| 10Y | +112.0% | +143.0% | -31.0% | +54.1% |
| All | -28.0% | +329.9% | -357.9% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling