+43.2%
TER vs DAL
+57.1%
-14.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.2% | -14.0% | -11.7% |
| 7D | -19.9% | +11.1% | -30.9% | -26.3% |
| 30D | -43.5% | +7.7% | -51.3% | -46.9% |
| 3M | -37.8% | -3.5% | -34.2% | -36.3% |
| 6M | -25.6% | +31.3% | -56.9% | -40.1% |
| YTD | +29.8% | +30.0% | -0.1% | +2.8% |
| 1Y | +43.2% | +62.1% | -18.9% | -6.0% |
| All | +43.2% | +57.1% | -14.0% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling