-40.4%
TER vs DAL
+24.8%
-65.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.3% | -10.9% | -12.4% |
| 7D | -28.2% | +4.6% | -32.7% | -30.1% |
| 30D | -50.6% | +2.3% | -52.9% | -51.0% |
| 3M | -45.3% | -8.1% | -37.2% | -41.3% |
| 6M | -40.4% | +21.4% | -61.8% | -47.4% |
| All | -40.4% | +24.8% | -65.2% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling