+202.8%
TER vs DAL
+106.7%
+96.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +4.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -8.3% | -13.9% | +5.7% | -0.1% |
| 3M | -12.2% | +1.1% | -13.3% | -12.7% |
| 6M | +17.1% | +26.2% | -9.2% | +3.4% |
| YTD | +84.7% | +16.4% | +68.2% | +69.3% |
| 1Y | +199.9% | +33.9% | +166.1% | +154.8% |
| 3Y | +232.8% | +93.4% | +139.4% | +120.5% |
| All | +202.8% | +106.7% | +96.1% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling