+886.2%
TER vs DAL
+127.0%
+759.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.6% |
| 7D | -20.5% | +8.8% | -29.3% | -23.6% |
| 30D | -47.0% | +5.4% | -52.4% | -48.4% |
| 3M | -43.3% | -4.9% | -38.4% | -42.1% |
| 6M | -42.9% | +19.8% | -62.7% | -47.5% |
| YTD | +12.9% | +27.0% | -14.1% | +1.4% |
| 1Y | +18.2% | +52.5% | -34.3% | -1.8% |
| 3Y | +151.8% | +173.8% | -22.1% | +61.4% |
| 5Y | +54.2% | +104.5% | -50.3% | +7.7% |
| All | +886.2% | +127.0% | +759.2% | +524.5% |
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