+54.6%
TER vs DAL
+101.3%
-46.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.3% |
| 7D | -20.5% | +8.8% | -29.3% | -24.5% |
| 30D | -47.0% | +5.4% | -52.4% | -48.8% |
| 3M | -43.3% | -4.9% | -38.4% | -41.8% |
| 6M | -42.9% | +19.8% | -62.7% | -48.9% |
| YTD | +12.9% | +27.0% | -14.1% | -2.4% |
| 1Y | +18.2% | +52.5% | -34.3% | -7.7% |
| 3Y | +151.8% | +173.8% | -22.1% | +34.9% |
| All | +54.6% | +101.3% | -46.7% | -11.3% |
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